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

Paul Spence
Global Head of Portfolio Engineering & Analytics
Deustche Asset Management

Bill Barbour
Director & Investment Specialist
Deustche Asset Management

Due Diligence Forum summary

What is the effect on portfolio construction when portfolios are constructed with respect to commonly-held benchmarks rather than on using a total return, total risk objective function?

This session seeks to clearly define the concepts of management and measurement benchmarks and the importance of these to investors when constructing their portfolios. In addition, it addresses the confusion that often arises when considering how to best use specialist investment strategies within large portfolios. Finally, it addresses a specialist investment approach looking to profit from one of the mega trends affecting global equity markets – global agribusiness.


© 2007 Portfolio Construction Forum, Brillient Investment Publishing Pty Ltd ABN 19 122 531 337. 
All rights reserved. Refer Terms & Conditions of Use .