• Spotting Asset Allocation Myths
  • Managing Your Own Investment Behavior
  • Strategic Construction Of a Multi-Asset Portfoilo
  • Dynamic Strategic Asset Allocation

 

Learning Goals

Learn how to spot strategic asset allocation myths and how to manage your own investment behavior to construct diversifed multi-asset portfolio, based on latest asset allocation insights of the 3rd generation of optimization techniques.

 

Target group

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.

Examplary profiles: Portfolio / Asset Manager, Investment Committee Member, Wealth Manager, Trustee, Family Office CFO, CFA / CAIA, Treasurer.

 

 

Program

9.00 – 10.30

  • A Short Introduction to the History of Asset Allocation
  • ASSET ALLOCATION MYTHS
    • Modern Portfolio Theory and the 1st AA-Generation
    • Market Timing & Tactical Asset Allocation
    • Historical Correlation & Value at Risk
    • Risk Parity and The and 2nd AA-Generation

 

10.45 – 12.15

  • MANAGING YOUR OWN INVESTMENT BEHAVIOR I
    • Most common cognitive dissonances of an investor and how to avoid them
    • Role play for self-assessment
    • Tips & Tricks to pro-actively manage your cognitive dissonances

 

13.15 – 14.45

  • MANAGING YOUR OWN INVESTMENT BEHAVIOR II
    • How can Fintechs help to manage your investment behavior
  • STRATEGIC CONSTRUCTION OF A MULTI-ASSET PORTFOLIO
    • Diversification in the course of time
    • Asset Allocation versus Risk Factor Diversification
    • Practical examples of Multi-Asset Portfolio – reasons, limits & application

 

15.00 – 16.30

  • DYNAMIC STRATEGIC ASSET ALLOCATION
    • Two pracitcal methods to keep your strategic asset allocation dynamic
  • DSAA implementation Tips & Tricks
  • CONCLUSION