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Tactical Allocation Strategic & Tactical Asset Allocation Techniques 27th-28th September, 2004 - London, UK

Identifying and incorporating alpha sources in the asset allocation process for absolute return based liability management

Active portfolio management represents the future of investment management and institutional portfolio construction.

Active management mandates requiring the application of skill-based judgements in portfolio construction have seen dramatic growth in recent years. Such pursuit of active risk implies that an inflection point has been passed in investment practice. The efficient market theory is being thoroughly tested. An increased emphasis on liability based asset allocation and absolute returns demands accurate attribution of alpha returns and comprehensive portfolio analysis. Finance IQ presents the first comprehensive assessment of active portfolio management.

At the conference, key market experts will provide insights on:

  • Active alpha investment strategies and risk assessment
  • Generating an alpha engine and the appropriate decision framework
  • Implementing a liability driven investment framework
  • Methods of optimal asset allocation for active risks
  • Portable alpha and active overlays
  • Manager selection process: looking for the information ratio
  • Ensuring the diversification of active risks
  • Appropriate application of leverage to free portfolio capital
  • Reviewing long-term absolute return mandates
  • Global tactical asset allocation techniques and the return of market timing
  • Hedging and alpha generation in currency markets
François-Serge Lhabitant, Professor of Finance at Edhec Business School, will be speaking on "Portable Alpha & Active Overlays" at the event.

View full programme (pdf).
Event Details
  When   Between 27/09/2004 08:30 AM and 28/09/2004 06:00 PM
Where   The Café Royal, 68 Regent Street, London W1R 6EL
Contact Details
  Name   IQPC
E-mail   enquire@iqpc.co.uk
Phone   +44 (0)800 652 2363
  View full programme