It will span all asset classes and focus on how these and the many sub-asset classes can be combined to deliver the required outcome for clients. The diversity of presenters from all walks of the investment world offers a rare opportunity to actively engage with specialists in a logical sequence towards a coherent framework that advisers can adapt to provide supportable portfolios for their clients. Delegates will be challenged to discuss everything from intra- and cross-asset correlations, style biases, equity portfolio construction, risk management and attribution, along with considering the key influences of portfolio returns in the decade ahead.

We envisage covering:

• Projections of expected asset class returns are common yet can vary considerably. How can advisers decide on a rational approach that can be a reliable guide to their clients?
• Endowments, sovereign funds and family offices have shifted well away from traditional assets and 60/40 portfolio construction. Is this the new path for private investors?
• Risk, volatility, correlation and liquidity can play second fiddle in the pursuit of returns. Can these concepts be a key differentiator for advisers that learn to put them front-of stage?
• The secret world of attribution is to be unveiled. What are the metrics that tell the story?

Register for the event.