Improving Risk Forecasts & Portfolio Efficiency Using Integrated Models

Risk models are essential tools for both risk forecasting and portfolio optimisation. Traditional global equity models, however, may contain "blind spots" that can compromise the performance of the risk model. Join Bloomberg to explore how integrated equity models can provide a more robust framework for risk forecasting and portfolio construction.

What you'll learn:

• Common blind spots in global equity models and how integrated models can help address them
• A comparison of risk forecast accuracy between global and integrated equity models
• How integrated models can improve the efficiency of optimised portfolios
• Best practices for building integrated equity models and avoiding common implementation pitfalls using advanced risk modelling techniques