Evaluating New Methodologies in Asset and Risk Allocation

A session at CFA Institute Asset and Risk Allocation Conference 2013

  • Thomas M. Idzorek, CFA

Monday 15th April, 2013

3:20pm to 4:15pm (EST)

  • Critiquing new developments in asset, strategy, and risk allocation for investment portfolios: Risk parity programs, factor-based asset allocation, and risk analysis of fat tails and skewness
  • Determining which developments have merit and which should be viewed with skepticism
  • Extending the Markowitz framework to account for non-normal return distributions

About the speaker

This person is speaking at this event.
Thomas M. Idzorek, CFA

Chief investment officer for Morningstar’s investment management division.

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Time 3:20pm4:15pm EST

Date Mon 15th April 2013

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