This conference will help pension funds to review their investment strategy and look at some of the opportunities available to funds. We will consider where returns can still be generated whilst risks can be managed through sensible diversification. The speakers will consider the risks associated with different approaches and how these can be managed and controlled. We will consider the benefits of diversification and the case for including alternative investment and sustainable investment strategies and how incorporating such strategies into an overall portfolio can improve a funds return and risk management.
A similar conference which was run previously can be found
here
"Current Trends in Asset Allocation and Portfolio Risk Management"
Neither the traditional 60/40 portfolio nor the better diversified Yale portfolio fared well during the recent financial crisis. Given that the biggest drawdowns came from equities, are there any feasible approaches to reducing the tail risk of equities? In this presentation three possible solutions will be presented: tactical asset allocation, portfolio insurance using volatility as an asset class and finally taking a risk parity approach to the portfolio construction.
Ole Jakob Skjelten, Associate Director, Wegelin Asset Management
"Strategies to Manage Risk through Turbulent Times"
The outlook for the economy appears more constructive, but high levels of uncertainty suggest potential for ‘tail events’. Diversification can help but can spike in a crisis. Are there more robust ways to deal with ongoing equity volatility? What options are available to help hedge against inflation risk?
Mark Evans, Strategist, Global Portfolio Solutions, Goldman Sachs Asset Management
"
Practical Session"
A look at how pension funds have coped with the challenges of the last few years and how they plan to best cope with the challenges that might lie ahead.
Speakers will include:
Dan Bergman, Senior Strategist New Investments and Innovation, Tredje AP-Fonden (AP3)
