Theory & practice of asset allocation

Investment Education Plc

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Description

  • Type

    Course

  • Start date

    Different dates available

Background
Asset allocation is an area that has received a lot more emphasis in recent years. However, there is a gulf between the theory and practice. This one day course gives a complete review of the role, theory and practice of Asset Allocation.


Delegates

Practising and Trainee Fund Managers
Private Bankers
HNW Advisers
Marketing Executives
IFAs
Actuaries and Consultants involved in assessing Fund Managers

Facilities

Location

Start date

Start date

Different dates availableEnrolment now open

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Subjects

  • Scenario analysis
  • Strategic Asset Allocation
  • Asset-liability modelling
  • Risk and return characteristics
  • The role of property
  • Theory of portfolio construction
  • Currency Hedging
  • Key Issues for Asset Allocation
  • Tactical Asset Allocation
  • Use of optimisers

Course programme

Content

Introduction

-The role of asset allocation in a portfolio

-Returns from different types of assets
-Implications of the Myners report
-Strategic asset allocation
-The role of tactical asset allocation


Strategic Asset Allocation

-Introduction to asset-liability modelling
-Risk and return characteristics of alternative assets
-The role of property in a diversified portfolio
-Theory of portfolio construction
-Scenario analysis of differing asset compositions

Currency Hedging

-The risks and benefits of international diversification
-The role of currencies in asset allocation
-To hedge or not to hedge

Key Issues for Asset Allocation

-Forecasting long term asset returns
-Alternative scenarios
-Asset allocation and the economic cycle
-Key building blocks


Tactical Asset Allocation

-What can and can't be done
-Alternative taa methods - quant versus the traditional approach
-Use of optimisers
-TAA in practice - execution issues


Summary and Conclusions






Todays Date: 8 September 2017
Duration 1 day

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Theory & practice of asset allocation

Price on request

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