Global Strategic Asset Allocation

Structure a financial portfolio

  2 days
Prochaines sessions & informations
Course objectives

  • Master the different approaches and designs

  • Understand the active dimension of strategic allocation

  • Analyse quantitative and Bayesian approaches to asset allocation strategy

  Course content 

Definition

  • Various approaches and conceptions

Asset performance predictability

  • Performance hierarchy
  • Volatility
  • Diversification

Key steps of an asset allocation

  • Investment horizon
  • Accepted risk level
  • Benchmarking
  • Currency Exposure

Active dimension of a strategic asset allocation

  • Combination with a tactical asset allocation
  • Combination with a stock or bond selection
  • Performance measurements and risk attribution
  • Selection of underlying products
  • Psychological dimension

Case Study: Excel workshop

Modelling

  • Macro economics
  • Various approaches : quantitative, Bayesian, economic cycles, risk premium
  • Neural networks, chaos theory, micro economics

Forecast or evaluate

  • Projection of actual information
  • Actualisation of future results

Asset allocation practice

  • For institutional investors
  • For private investors

Case Study: Excel workshop


Pierre Hervé

Pierre Hervé

Peter is the President of Advanced Fund Analysis since 2002 and Executive Vice President in charge of Asset Management of Wealth-Heritage since 2010. Previously he was CEO of AXA Multimanager, structure he created in 1999. He teaches in the Masters Asset Management at the University Paris-Dauphine and the University of Poitiers. He has also published two books with Economica on "asset allocation" and "multi-management".


Prochaines sessions & informations :
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