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Quantitative Asset Allocation

Module Details
Audience: Family Office, Hedge Fund, Wealth Management (mid- to senior-levels)
Duration: 2 to 3 hours
Location: Miami Herbert Business School, University of Miami


As the long bull market in global equities passes through its zenith, and market conditions start to change, the time is ripe for a reassessment of asset allocation assumptions. Although mean-variance asset allocation has been in wealth managers’ toolkit for decades, outcomes are known to be extremely sensitive to inputs. Having the right inputs determines whether mean variance optimization delivers truly optimal asset allocation or nonsensical portfolios driven by noise in inputs or arbitrary constraints.

This module addresses the following asset allocation topics:


Sandro Andrade

Sandro Andrade is an Associate Professor of Finance at the Miami Herbert Business School. His research focuses on International Finance, Investments, and Emerging Markets. He is an Associate Editor at the Journal of Banking and Finance, and has published at top academic journals. Before embarking in an academic career, he was a Senior Advisor at the Central Bank of Brazil.
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