Global Strategic Asset Allocation
Structure a financial portfolio
Master the different approaches and designs
Understand the active dimension of strategic allocation
Analyse quantitative and Bayesian approaches to asset allocation strategy
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
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

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".
Pierre Hervé also teaches :
- Fund Selection (Catalogue English)
- Global Tactical Asset Allocation (Catalogue English)
- L’allocation d’actifs stratégique (Catalogue Marchés financiers)
- L’allocation d’actifs tactique (Catalogue Marchés financiers)
- Multigestion : l’analyse et la sélection de fonds (Catalogue Marchés financiers)