Creating Financial Plans Based On Economic Scenarios

Creating Financial Plans Based On Economic Scenarios
Mark Kritzman
10/08/10 4 PM EST
IWI
Program Id: 738738664
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The financial crisis laid bare the folly of relying on historical averages of expected return and risk to build portfolios. Planners would be wise to consider ideas from money manager Mark Kritzman, president and CEO of Windham Capital Management in Boston, which manages about $35 billion and advises about 200 of the world’s 250 largest investors.

Kritzman’s firm has developed software that enables an advisor to condition return and risk estimates on specific economic environments leading to portfolios that are more resilient to financial turbulence.

In this webinar, you'll learn:

  • a statistical method for differentiating periods of market turbulence from calm periods
  • a procedure for inferring systemic risk from asset prices
  • how to use information about market turbulence and systemic risk to scale exposure to risky assets
  • how to avoid unnecessary expenses

Guest speaker Mark Kritzman is president and CEO of Windham Capital Management, a founding partner of State Street Associates, and teaches a graduate course in financial engineering at the Massachusetts Institute of Technology. He has written numerous articles for academic and professional journals and is the author of six books including Puzzles of Finance and The Portable Financial Analyst. He was formerly the director of the research foundation of the CFA Institute.

 
This webinar is approved for IMCA® CE credit.


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