Browse Hierarchy ECOM100: Strategic Asset Allocation

Almost all investment management firms make a distinction between strategic and tactical asset allocation. Strategic allocation focuses on broad asset classes, longer term trends and portfolio constraints whilst tactical allocation tends to be shorter term and focused on allocation between individual assets rather than asset classes. This course focuses on the process of Strategic allocation introducing concepts such as smart beta and asset liability management as well as detailed models like Black­Litterman that are used in this type of allocation.