Each year, PortfolioConstruction Conference features a core, 13-hour independent plenary program. It is interspersed twice daily with six concurrent Due Diligence Forum sessions, delivering research papers developed for Conference by our carefully selected Partners...

Due Diligence Forum speaker

Eric Siegloff
Diretor of Asset Allocation and Investment Strategy
ING Investment Management

Due Diligence Forum summary

There has been a lot of debate over the past decade over the ability of investment managers to generate additional returns by adopting a tactical asset allocation (TAA) approach to portfolio management. Economic cycles swing from boom to bust, investor behaviour from bullish to bearish and market valuations from cheap to dear. These observations move around a secular trend, or benchmark.

This session addresses the question of TAA value add from a practical, experiential viewpoint and outlines a TAA approach and process which has delivered superior returns on a consistent basis. The move to sector specialist programmes has raised the question – who is looking after the interaction between asset classes? This issue is addressed with respect to portfolio construction issues for today's investors.