Foundations of Asset Allocation

About this Lecture

This lecture instructs farrelly’s subscribers on the foundations of asset allocation including:

  • the role of strategic asset allocation, tactical asset allocation and dynamic asset allocation;
  • the impact of client objectives on asset allocation;
  • key issues to resolve before deciding a strategic asset allocation;
  • the objective function for optimal weights in a portfolio;
  • the impact of errors in forecasting;
  • the theory of mean-variance optimisation including risks, and when it does and doesn’t work;
  • running an optimisation using a portfolio optimisation tool; and,
  • how to define an asset class.

About the Lecturer

Tim F...

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