"The Tale of the Troika, or it is difficult to be a god: management of assets in the long run"

On Monday, April 7, the European University in St. Petersburg will take place the next lecture of the Physics Department of St. Petersburg State University and CFO of the Criminal Code of the Criminal Code of the Criminal Code of Fusion Asset Management (London) Kirill Ilyinsky from the QUUANTITATIVE METHODS in Financial Economics series. Start at 18:00.

In this lecture, we will look at the task of managing assets in terms of the theory of derivatives of financial instruments. The conversation will go about the three stages of capital allocation-Asset-Liability Management, Global Tactical Allocation (GTA)-and the choice of active or passive investments for the implementation of market benchmarks. The first stage will determine the dynamic allocation of risk, the second - the distribution of the risk budget between various market benches, and the third is the choice between active and passive funds. We will get acquainted with the concept of aggressive risk management and talk about the role of protective components in an investment portfolio. In conclusion, we will discuss the qualities of the profitability of active funds and talk about the replication of “black boxes”.

Videos of previous lectures by Kirill Ilyinsky: http://www.lektorium.tv/speaker/?id=3058

Blog EUSPB and Kirill Ilyinsky "From the supermodel to the supermodel": http://supermodelz.livejournal.com/

Everyone is invited. Reference by phone: +7 (812) 386-76-32