Philippe Jorion. This course examines asset allocation in an international context, with emphasis on the sources and management of risk in a global equity and bond portfolio. It assumes a general knowledge of portfolio optimization and matrix algebra. Participants are also strongly advised to familiarize themselves with Excel® and solutions to numerical problems.
Objectives: To introduce a framework for a disciplined approach to global asset allocation and risk management.
All those engaged in international bond and equity portfolio manag..