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    「人大漢青?實務講堂」徐小鵬| Lectures on Asset Allocation
    (漢青經濟與金融高級研究院發布于:2019-12-03 09:22:18)



    Lectures on Asset Allocation


    第一講

    Strategic Allocation

    2019年12月10日(周二)

    8:30-11:30

    This lecture will cover strategic asset allocation, based on capital market assumptions about views on return, volatility and correlation among asset classes in the global. An investor should choose his/her own strategic asset allocation, depending on his/her investment objective and risk tolerance. Differently put, an investor should balance expected return with risk. However, most investors will deviate from pre-specified strategic asset allocations because they are emotional. Especially, they would panic by pulling out completely from the equity market when the stock market went into a bear territory.


    第二講

    Factor Analysis and Performance Attribution

    2019年12月12日(周四)

    14:00-17:00

    This lecture will discuss Fama-French factor analysis of equity returns. The Fama-French three-factor (market, size and value) model is an invaluable tool for asset allocation and portfolio analysis. Relatedly, it will introduce performance evaluation and attribution of the portfolio return. Investors can make informed decision about their investments only through a robust evaluation of investment performance and a detailed analysis of the source, e.g., asset allocation and stock picking, of the portfolio return.


    第三講

    Back-Testing of Investment Strategies

    2019年12月14日(周六)

    8:30-11:30

    This lecture will back test various investment strategies, including strategies recommended by financial gurus and momentum strategies. These strategies will be benchmarked with the traditional strategies to evaluate their relative performance. The back-testing exercise tries to bring home a key point that asset allocation is vital to any successful investment strategy in the long run.



    主講人

    徐小鵬先生,美國富國銀行資產管理部的量化分析師,曾就學于中國人民大學中美聯合培養經濟學碩士項目福特班,后于美國加州大學柏克利分校獲經濟學博士。徐先生的研究領域涵蓋博弈論、產業組織、國際金融及金融市場,他曾在經濟學雜志發表近十篇文章。

    他曾任美國聯邦儲蓄保險公司高級督察員,負責核準大型銀行及保險公司的風險模型。他現為美國富國銀行資產管理部的量化分析師主要為客戶尤其是高資產客戶提供資產配置咨詢,同時也從事投資策略及投資業績方面的研究。

    掃描二維碼參與報名

    報名截止時間:

    每場活動前一天8:00前

    活動地點:

    人大校內,具體地點將在報名結束后郵件通知。

    【講座語言:中文】


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