This presentation and underlying research paper highlight that the volatility of markets suggests that, at least in the short term, markets are just a conglomeration of human herd instincts. They ask "how do we build a process and philosophy to help us beat the market?". We refer to Freud and Darwin...

As investors, we can manage and limit expected losses, but it takes expertise to limit the impact of an extreme event. In credit portfolios, this extreme event is called tail risk. This session and underlying research paper examine the risks within credit portfolios and how to manage them...

This presentation and underlying research paper discuss how advisers can improve portfolio efficiency through the use of long/short funds...

This presentation and underlying research paper argue that a well constructed global equity portfolio requires the flexibility to invest in frontier and emerging markets the future of global growth...

This presentation and underlying research paper analyses the time-varying nature of correlations between fund-of-funds and traditional asset classes with a specific focus on analysing performance during crisis periods...

This presentation and underlying research examine an alternative approach using a combination of fundamental stock level research and quantitative methods to estimate ex-ante portfolio risk based on exposure to three primary characteristics...

Risk profiling is generally agreed to be an important part of the financial planning process – and, yet, it is something that generates large measures of skepticism, controversy and, from time to time, attention from the regulators. Ensuring a portfolio is within the bounds of both a client's risk tolerance and risk capacity is critical - just getting one right is not good enough...

The 2007 PortfolioConstruction Conference program again challenged delegates' thinking about how they design and build investor portfolios - and it would have been hard to pick a better time to bring together 500 of Australia's leading portfolio construction professionals...

It's not often you get an opportunity to listen to an investment expert of the calibre of The Honourable Dr Philippa Malmgren. A leading consultant on the global political and policy environment and the influence on financial markets and the global economy, she regularly visits with leading policy-makers among the offices of heads of government, the boards of central banks and elected and appointed officials among the G7 countries....

It would have been hard to pick a better time to bring together 500 of Australia's leading portfolio construction professionals. Conference came hard on the heels of the 30 June deadline for post-tax super contributions of up to $1 million and then, during conference week, the US subprime meltdown shaved 6% off global equities...

Elizabeth presents her insights into the changing face of retirement globally along with new research capturing Australian advisers' experience with their Baby Boomer clients...

If you invest even a small proportion of your portfolios in non-Investment Grade fixed income securities, you will from time to time experience a default – it’s an issue of when (and how much), rather than if. This session shows you a simple method to better manage credit risk in your portfolios...

The fact that fund managers are fallible shouldn't come as a surprise – they're human. New and better models of researching invesmtent skill are emerging all the time...

Our panel of investment specialists presents and debates their long-term forecasts for equity markets, listed property and hedge funds...

Our visiting fellow, Bob Veres, summarises the most important things he's taken from the two-day PortfolioConstruction Conference 2007 program, and the follow up he'd be doing if he was a Practitioner delegate...

India remains a mystery to many Westerners, even as it is poised to become the world's third largest economy within a generation. Anand offers his insiders view on India's economic history, and perspectives on its reemergence as an economic superpower...

Andrew identifies ways we should be framing our thinking about longevity and portfolio construction, and some of the possible solutions...

David discusses his ground-breaking research into Australian's mortality, and the common misconceptions that are undermining the integrity of their portfolios...

Each year we kick off Conference with an international keynote speaker overviewing the emerging trends they're seeing in the portfolio construction arena. This year, our keynote hailed from the US, and focused on rends in the asset allocation arena...

This session examines the current state of play in the Australian securities market. We look at the prospects for total returns from property securities in the future...