Tatjana Puhan

Managing Director, Deputy Chief Investment Officer

Asset Allocation thought out of the box:

beyond the traditional paradigms of Asset Allocation

Traditionally, Asset Allocation is about defining a strategic asset allocation and deviating around tactically, which in practice turns both out to be extremely challenging. In this short presentation we propose a robust and out of the box conceptual framework to build a cross-asset portfolio where neither predictions nor top-down analysis are needed to select asset classes or single assets and assign weights to them. Adopted as the only goal of the portfolio construction process, diversification delivers the full risk premium of the market.

Ajeet Manjrekar

Co CEO

What lies ahead for pension schemes in 2021

River and Mercantile has undertaken extensive research, in partnership with the PMI, to understand the key issues facing trustees in 2021. Ajeet Manjrekar will talk through the key findings and elaborate on what schemes can do to address these challenges. This will be a thought-provoking session that will provide you with clear direction on the challenges in 2021.

Claire Lincoln

Head of Sales EMEA

A golden allocation for pension funds

In this presentation, Claire Lincoln from the World Gold Council will demystify some of the most commonly held misconceptions about gold including topics such as:

• Gold’s lack of yield makes it an unattractive investment

• Gold is nothing more than a doomsday asset

• The gold market isn’t very liquid

• Gold is no different to commodities

Conference participants will also learn about the global drivers behind gold demand and how an allocation to gold can help reduce a portfolio’s risk adjust returns.

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Speaker to be confirmed

Position

Pain in the tail: how dynamic risk management can help

• With an uncertain outlook for traditional asset classes, we will explore how investors can integrate dynamic risk management into their portfolios to position themselves for a variety of outcomes

• We will focus on three techniques - volatility targeting, and the use of active overlays for both momentum and correlation - and will show that when combined, these can be used to effectively reduce risk while preserving returns.

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Darryl Murphy

Managing Director, Infrastructure

Topic to be advised

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Ben Gold

Head of Investment

Edward Levy

Trustee Director

Cost

The conference is by invitation only for pension funds and other institutional investors. If you are not already receiving an invitation please contact us. A limited number of Complimentary invitations are usually available to genuine pension fund representatives (executives and trustees) and other approved institutional investors. SPS always reserves the right of admission (free or paid) and our decision is final.

Sponsors

RESOURCES

SPS Virtual

SPS Virtual will be hosted on a dedicated webpage so you won’t need to download any specific software.

Full login and password details will be sent to you after you register.