La Gestora
Simulation to practice pension fund management, asset allocation, regulatory compliance, and strategic decision-making for a Mexican AFORE…
About this simulation
Three-round MBA-core decision simulation: defend three behavioural finance anomalies (PEAD, value, momentum) and a USD 240M allocation request to a sceptical Investment Committee at Cordillera Capital Advisors.
Diagnose PEAD net drift on the LATAM sample (friction stack, short-side coverage), design the value-momentum-PEAD portfolio (correlation-aware sizing), and defend the structural reframe (PEAD active plus value/momentum passive) against data-mining and factor-redundancy challenges.
Who it is for
An advanced simulation for participants used to working with the main frameworks and trade-offs of the subject, designed for executive education and experienced professionals.
How a session runs
- The instructor creates a session from the Eureka dashboard and invites the participants.
- Participants play 3 rounds. In each one they submit their decisions and the simulation calculates the results. The first round opens with: Diagnose: Friction Stack and PEAD Capture.
- The simulation can be run in English, Español.
- The instructor follows each participant's progress and results from the dashboard, and uses the class results for the debrief.