Building global multi-asset portfolios
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London Stock Exchange, London
Learn to create your own globally diversified multi-asset portfolio.
Learn methods (risk factor diversification and multi-objective optimisation) to passively create your own globally diversified multi-asset portfolio.
- Understand the limits of traditional optimisation techniques
- Understand why global capital stock is a proxy for the market portfolio
- Apply the taught methods of constructing a global multi-asset portfolio
Who should attend?
This seminar is tailored to the professional needs of practitioners from investment companies, regional/private banks, insurance companies and institutional investors in the fields of portfolio management, wealth management, investment controlling and treasury including:
- Portfolio/ Asset Managers
- Investment Committee Members
- Wealth Managers
- Family Office CIOs
- CFAs / CAIAs
CPD points: This programme attracts 6 CPD points
Registration fee: £695 + VAT
09.00 –10.30 PORTFOLIO THEORY AND LIMITS OF TRADITIONAL RISK MANAGEMENT TECHNIQUES
ASSET ALLOCATION AND MYTHS
- Asset allocation history
- Fact, fiction and investing: the case of value, size and momentum
- Is diversification dead? Examples of risk factor based portfolios
10.45 –12.15 POLICY PORTFOLIO AND THE RISE OF ALTERNATIVES
- A first multi-asset portfolio: the global financial asset portfolio
- The Yale and Harvard Endowment examples
13.15 –14:45 PORTFOLIO CONSTRUCTION AND DUE DILIGENCE SELECTION
DIVERSIFYING WITH INVESTABLE INDICES
- A coherent framework for dynamic portfolio construction; the case of multi-objective optimisation
- Practical considerations: ETFs selection, portfolio rebalancing
16:00 - 16:30 APPLIED LESSONS LEARNED: "BEATING THE BENCHMARK" COMPETITION
- A case study based on historical data using excel-vba is introduced in order to apply the lessons learned throughout the day. Participants will then brainstorm how to use the new methods in their own company.