Theory & Practice of Asset Allocation


Asset allocation is an area that has received a lot more emphasis in recent years. However, there is a gulf between the theory and practice. This one day course gives a complete review of the role, theory and practice of Asset Allocation.


  • Practising and Trainee Fund Managers
  • Private Bankers
  • HNW Advisers
  • Marketing Executives
  • IFAs
  • Actuaries and Consultants involved in assessing Fund Managers
  • Content


    -The role of asset allocation in a portfolio

    -Returns from different types of assets

    -Implications of the Myners report

    -Strategic asset allocation

    -The role of tactical asset allocation

    Strategic Asset Allocation

    -Introduction to asset-liability modelling

    -Risk and return characteristics of alternative assets

    -The role of property in a diversified portfolio

    -Theory of portfolio construction

    -Scenario analysis of differing asset compositions

    Currency Hedging

    -The risks and benefits of international diversification

    -The role of currencies in asset allocation

    -To hedge or not to hedge

    Key Issues for Asset Allocation

    -Forecasting long term asset returns

    -Alternative scenarios

    -Asset allocation and the economic cycle

    -Key building blocks

    Tactical Asset Allocation

    -What can and can't be done

    -Alternative taa methods - quant versus the traditional approach

    -Use of optimisers

    -TAA in practice - execution issues

    Summary and Conclusions

    Todays Date:

    Duration 1 day
    Available as an in-house course. Details on request.

    Investment Education PLC
    45 Old Hall Road, Manchester M7 4JF, United Kingdom
    Tel:+44 (0)161 832 3800
    Registered in England Number 2129160
    VAT Registered Number GB 480 2112 85

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