Advanced Risk and Portfolio Management

Attilio Meucci
Advanced Risk and Portfolio Management
The Only Heavily Quantitative, Omni-Comprehensive, Intensive Bootcamp​
August 17-22, 2009, Baruch College, New York​

This six-day course covers all aspects of quantitative risk and portfolio management from the foundations to the newest developments:

  • Multivariate statistics and stochastic processes
  • Market modeling
  • Multivariate estimation in non-normal markets
  • Pricing
  • Generalized risk decomposition
  • Advanced portfolio management techniques
The most advanced statistical and optimization techniques are thoroughly explained in theory and visualized in practice with live MATLAB examples. The course grants 40 CE credits for CFA Institute members.

Buy-side professionals (portfolio managers and risk managers)
Sell-side professionals (traders, financial engineers, quantitative analysts, research teams)
Academics and Students (finance and quantitative finance related fields)

Instructor: Attilio Meucci leads the research effort of Bloomberg ALPHA, the portfolio analytics and risk platform at Bloomberg L.P. He taught over ten executive training courses on three continents and is the author of Risk and Asset Allocation, Springer Finance, 2005.

Certification: Upon successful completion of an elective three-hour proctored exam, participants will be awarded a Certificate in Advanced Risk and Portfolio Management. The exam will be offered at the nearest Bloomberg office on Saturday, October 24, 2009.

Dates: Monday August 17 through Saturday August 22, 8:30am-6:00pm
Location: Baruch College-CUNY, 55 Lexington Avenue (at 24th Street), New York

Cost: $750 (Bloomberg/Academic/Student); $1,295 (Partner); $1,550 (Professional);
Inquire at for special group rates

QuantNetwork members discount: enter the username and email address of your Quantnet account in the comment box to receive the Partner rate
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Detailed program, more information, and registration:
Email contact:


Baruch MFE Director

The charity side of the event is unique and noteworthy:

Dr. Attilio Meucci will not charge any fees. Instead, after minimum costs are covered, each dollar paid by the participants will turn into a 50 cent donation to charity, on behalf of “One More Reason”, the charitable initiative by Attilio Meucci, and a 50 cent investment in education at CUNY, the City University of New York.

The charitable donations will be split in equal parts among the following well-established associations:

Doctors without Borders
Gandhi Kinderhilfe
Breadline Africa
Care of China's Orphaned and Abandoned
Coalition For The Homeless - New York
I am interested in attending many of these seminars. What's the regular price that you pay for them? I saw another training course with Professor Wilmott and Professor Taleb in London for ~$2300 USD. I just started learning in this field so I was wondering what's the normal rate for students without corporate sponsorship. What are your guide lines and criteria? Thanks.


Baruch MFE Director
There is an upper limit on the number of seats. Registration ends on August 16, but realistically speaking people should make arrandements, in particluar travel and work scheduling arrangements earlier than that.


Baruch MFE Director
This is a reminder that QuantNetwork members can register at the discounted $1,295 Partner rate by entering the username and email address of your Quantnet account in the comment box.
Hello guys!

I'm a student from Europe interested in attending this seminar. I have the following question: is it possible that I'm assisted with accommodation during the seminar? Is it possible to get a room at campus?

Thanks in advance



Baruch doesn't have dorms, so it will be impossible to get accommodation on campus. You should look at craigslist for a sublet or something like that.


Baruch MFE Director
We suggest you search for hotels on, for example, Anything in Midtown should be very close to the location of ARPM'09, which is at Lexington Avenue and 24th Street. Hotel rates should be around $150 per night.

Another option mentioned by one of the ARPM'09 participants is the Murray Hill Inn, located at 30th Street and Lexington Avenue, a three minute walk from Baruch College, with advertised rates around $120 per night.


Baruch MFE Director
The refund policy is as follows:

90% refund, if refund requested by July 31
75% refund, if refund requested August 1 - August 10
50% refund, if refund requested August 11 - August 16


Maybe next year?

Hello, I'm writing from Mexico and I was dying to go to the workshop, but I wasn't able this year, do you think this will be offered next year?

Please let me know.
Thank you

Carlos López


Baruch MFE Director
Anyone who completed half of their coursework in a financial engineering program should have the tools required to follow the course.