|Event Date||Thu Jul 22 EDT (3 months ago)|
Asset allocation has the greatest influence on the overall returns of a typical portfolio. While everyone understands and appreciates the merits of optimal asset allocation, most struggle to accomplish this in real life. Both investing and asset allocation have more to do with discipline and a strong emotional quotient than with knowledge and intelligence, which are useful but not as important. In a world in which forecasting is becoming incrementally challenging, a systemic asset allocation process offers tremendous value.
Rules-based asset allocation is a superior way to remove biases. A hybrid approach that combines variables from fundamental, macro, technical, and behavioural approaches can be a robust way to achieve desired superior risk-adjusted returns.
In this will discuss practical ways to approach systematic diversified asset allocation.
• Learn about static asset allocation versus dynamic asset allocation.
• Understand asset allocation across various asset classes (including global diversification) and intra-asset classes.
• Review rules-based asset allocation combining fundamental and technical variables.
• Discuss the possibility of a multi-variable asset allocation technique combining macro, technical, and behavioural factors but without valuations or other fundamental factors.
Head of Equity Research, Nippon India Mutual Fund
Shreenivas Kunte CFA, CIPM
Director of Professional Learning and Advocacy, Cfa Institute.