May,26 2021 @ 0:00am - May,31 2021 @ 0:00am



A portfolio manager’s two primary objectives are to: (i) achieve an optimal long-term allocation across strategies and / or assets, and (ii) appropriately rebalance the portfolio over time, i.e. in the short-term.

This article considers the weaknesses of classical approaches to these challenges and proposes an innovative short-term allocation approach designed to achieve the portfolio’s long-term objectives.


QMI is very happy to announce the creation of Webinars series based on the projects funded by the QMI. The QMI webinar series explores different topics that are prevalent in the academic and research industry related to our themes of interest.

Hugues Langlois, Associate Professor at HEC, is the first to present his research on “Forecasting Portfolio Weights” based on his paper “A New Benchmark for Dynamic Mean-Variance Portfolio Allocations. This research won the 2019 Call for projects and was one of the two papers to be funded in 2019.

The interview is conducted by Giselle Comissiong, Director, Head of Brand and Communications at LFIS Capital.