Learning for Life “Modern Portfolio Management Techniques: Practical Applications”


The seminar took place at ALBA facilities on Saturday, February 26th, 2005and it was conducted by Dr. Nikos Tessaromatis, Academic Director, MCs in Finance, ALBA.

During the last 40 years modern portfolio theory has changed the practice of asset management. The purpose of the seminar is to introduce participants to the modern portfolio management view of the following issues:

  • Long term forecasts of asset returns: lessons from 100 years risk and return history
  • Strategic and tactical asset allocation
  • Equity portfolio risk management: the importance of risk models in measuring and managing the risk of equity portfolios (It will be used a Greek risk model developed by Dr. Nicholas Tessaromatis to analyze Greek equities and Northfield’s software to study international portfolios)
  • Are hedge funds different to traditional portfolios?