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Boost your personal development and professional growth

Module 3 RBA Program: Advanced asset allocation

In this module, you will learn the latest and emerging allocation methods and understand their practical application.

After identifying the client’s profile, the asset allocation is the next step in the investment process. Usually, (strategic) asset allocation is considered the most important step in the investment process because the choices underlying asset allocation are key to generating the right long-term risk-adjusted investment returns. In this module, you will grasp the latest findings on new and emerging allocation methods such as resampling- risk parity-, All-Weather- and Factor Investing models. You will be able to understand and manage the practical application of portfolio allocation, for example rebalancing the portfolio and other implementation challenges. You will also learn how long-run economic assumptions are made in the Dutch practice.

Topics:

  • Long-run economic assumptions (expected returns, risks, and correlation) and scenarios
  • Mean-variance, risk parity, and market-portfolio techniques
  • Factor investing to enhance risk-return characteristics
  • Fundamental macro factors and investment style factors across asset classes

Separate modules RBA Program

More information about the other modules:

Module 1: Understanding clients and behaviors

Module 2: Regulatory dynamics and practical implications

Module 4: Balance sheet management

Module 5: The future of manager selection, monitoring, and evaluation

Practical information
All available information that is also relevant and applicable to taking a separate module can be found on the page of the RBA program.

Accreditations

Partners

This module is part of the RBA Program

All modules can be followed separately

Go to the RBA Program

Would you like personal advice?

For questions about how the program is organised, please contact Emiel Erbé

+31 20 598 6118

Vrije Universiteit Amsterdam
School of Business and Economics Executive Education
De Boelelaan 1105
1081 HV AMSTERDAM