In this webinar, Windham Senior Client Consultant Jon Kazarian explored methods and best practices for the portfolio construction and evaluation process. Jon discussed risk and return estimation, mean-variance optimization, as well as techniques for analyzing exposure to loss and wealth potential.
Portfolio Construction and Evaluation
• Explore portfolio construction and evaluation methods and best practices
• Estimate risk and return using various forecasting models including market turbulence and the capital asset pricing model
• Build efficient portfolios using mean-variance optimization while incorporating manager constraints
• Evaluate potential loss throughout the investment period
• Use Monte Carlo simulation to estimate wealth potential
ABOUT THE SPEAKER
JONATHAN KAZARIAN is an Senior Investment Associate at Windham Capital Management, LLC. He joined the firm in 2012 and supports the maintenance of our investment strategy solutions and daily risk monitoring. Jon received a Bachelor of Science in Economics and Finance from Bentley University and is a CFA Level II candidate.