Established in 2007, the annual Investment Management Research Symposium presents contemporary investment research. The two-day blended face-to-face and online learning program is designed and curated by our specialist, experienced and independent team, and features an exceptional Faculty of 20+ leading finance and investment thinkers from around the world. Each presents research related to this year's theme, "We are living in exceptional times".
Established in 2007, the annual Investment Management Research Symposium presents contemporary investment research. This year's two-day program features an exceptional Faculty of 20 leading thinkers - academics from leading university business schools, independent consultants, central bankers, regulators and professional investors - presenting research related to this year's theme, "We are living in exceptional times".
This lecture instructs IMAC candidates on approaches to asset allocation (SAA, TAA, DAA), the role of strategic asset allocation and method for setting the SAA, optimisaton, pre-tax return estimates, estimating risk and correlation, and forecast estimation errors.
This lecture instructs IMAC candidates on the accurate and meaningful measurement and assessment of investment portfolio performance, specifically performance measurement and attribution.
The quarterly Dynamic Asset Allocation is published electronically, and emailed to subscribers in early March, June, September, and December. It features farrelly's Editorial; long-term outlook for markets; Forecast in Focus; and three different approaches to Implementation...
The farrelly's Dynamic Asset Allocation Handbook features editorial exploring investment strategy "hot topics", farrelly's long-term forecasts for asset classes, a detailed review of the long-term forecasts for an individual asset class (rotating across asset classes each quarter) and three asset allocation models to assist with implementation...
Hindsight has taught us the importance of active core bond funds as an insurance policy and now is the time to consider expanding your investable universe as the secular need for income intensifies.
Although influenced by logical factors, changes in investment markets are often irrational and illogical. A whole-brain approach to seeking alpha is necessary to win in the investment game.
Investors want it all from alternatives - keep up with equities in bull markets, and give insurance when markets fall. But true diversification adds independent sources of return to portfolios.
Artificial Intelligence, Machine Learning (ML), and Deep Learning represent an important expansion of the quantitative investors' analytical toolkit, providing substantial new flexibility.
The 2010s challenged value investors as, paradoxically, cheap stocks became cheaper and expensive stocks grew more expensive. For those holding their nerve, the inconsistency sets up a good 2020s.
An antidote for a low-rate environment is investing in companies enjoying the benefits of mega-trends, global shifts that are likely to boost demand for the products of a firm over the long term.
Value investing has proven successful over time but it requires discipline and a long-run horizon - and disagreement remains over whether the value premium will persist. What's your philosophy?
Great eyesight depends on more than just clarity of vision - peripheral awareness, eye co-ordination, depth perception, focus and colour sensitivity all play a crucial role, without which our vision is impaired. Strategies Conference 2019 looks ahead at the issues that will dominate the 2020s and beyond to provide greater clarity in building quality portfolios.
Established in 2002, Strategies Conference has gained a reputation as THE portfolio construction strategies conference of the year. The two-day, blended face-to-face and online learning program is designed and curated by our specialist, experienced and independent team and features our Faculty of 50+ leading investment thinkers from around the world. Each offers his/her best high conviction ideas on contemporary and emerging portfolio construction strategies, in the context of the program theme, 20/20 vision.
Established in 2002, Strategies Conference has gained a reputation as THE portfolio construction strategies conference of the year. This year's theme is "20/20 vision". It will challenge and refresh your portfolio construction thinking by debating contemporary and emerging portfolio construction strategies, to consider applying in practice to build better quality portfolios.
As life expectancies improved, the "Financial Independence, Retire Early" movement was born. But a very long time in "retirement" requires more flexible spending rules.
Portfolio Construction Forum Strategies Conference facilitates debate on portfolio construction strategies. It will challenge and refreshe your portfolio construction thinking by debating contemporary and emerging portfolio construction strategies, to consider applying in practice to build better quality portfolios.
Retirement bucket strategies tie specific expenses to specific portfolios. But looking at categories of spending doesn't necessarily work. A better approach is to segment spending within each category.
Established in 2008, the Investment Management Research Workshop showcases contemporary academic research that is relevant to investment management. It gives you a rare opportunity to join with the full spectrum of investment management analysts - academics, professional investors, consultants, practitioners and advocates - to consider contemporary investment research.
The Investment Management Research Workshop showcases contemporary academic research that is relevant to investment management. The 2019 IMR Workshop features a faculty including: Prof Moshe Milevsky, PhD; University of Sydney Business School's Susan Thorp, PhD; Macquarie University's Tim Kyng, PhD; Portfolio Construction Forum's Prof Ron Bird; Grattan Institute's Brendan Coates; and, ANU's Geoff Warren, PhD.
Few clients have the 20-year horizon required for today’s strategically-oriented models to become consistent with suggested outcomes, such as CPI+4%. This builds in a structural mismatch.