Uncertainty and volatility in the global environment remain unabated. Institutional investors have become more risk-aware and most have taken a more active stance towards asset allocation. As some explore passive versus active versus smart beta strategies, others are looking to limit downside risk and increase liquidity, while others are focused on structuring their portfolio to weather the lower growth or potential inflation they expect in the future.
Given the hitherto bucket-style approach of constructing portfolios along asset silos, should investors adopt a broader risk and real return focus? How are investors embracing risk premia, alternative beta, absolute return approaches as well as alternative investment strategies?
This forum will also take an in-depth analysis of issues in portfolio construction:
- Investment governance and long-term investing
- Building resilience across different market environments
- Factor risk premia and alpha capture
- Portfolio risk management, liquidity and diversity
- Diversification and integration of hedging strategies
This annual global strategy forum will bring together CIOs and senior strategists from global sovereign wealth funds, pensions and insurance funds, as well as leading academics, to debate and challenge the conventional wisdom.
To see the photo gallery of this program, please click here.
