Advances in Asset Allocation Seminar

This joint seminar with EDHEC Business School will address estimation issues and model shortcomings to optimize portfolio construction in a world that does not conform to the tenets of modern portfolio theory. It explores optimal risk budgeting techniques in the context of core–satellite investing and applies them to the design of long-only absolute return funds and new liability driven investment (LDI) solutions. It also looks at the potential of alternative classes and strategies as diversification and substitution vehicles and imparts research-based insights into Research Affiliates, LLC’s Fundamental Indices, optimal benchmarks, and efficient indices.