mallowstreet University Dinner: A Consultation on Multi-Asset: Why five (and maybe even two) asset classes are all you need

Thursday, 29 November 2018

18:30 - 21:00

South Place Hotel, 3 South Pl, London EC2M 2AF, UK

This event is now in the past

We are now in the longest bull market in history.  A big question many investors have, is what happens when the market turns south, and who has the expertise to navigate a bear market?

This interactive university dinner will take a detailed look at the role of quantitative strategies in the Multi-Asset investment universe.  Specifically, this evening is structured as a consultation with pension funds, to understand their needs and constraints when making investment decisions.  Key points that will be covered include:

  • Review of asset classes: why five (or even two) is enough
  • Transparency: how it works in practice and what data points are driving decisions
  • A detailed look at key risk premia and their dynamic management
  • Review of forward looking risk measurements (How to identify a high risk environment?)
  • The need for liquidity and flexibility.
This discussion will be accompanied by case studies as will include pre-supplied questions from the attendees. This unique dinner is only open to pension funds, and space is limited. The dinner is also eligible for CPD accreditation by the Pensions Management Institute.