Arrow_Blue_Orange.pngA Multi-Asset Class Tactical Allocation Workflow

September 6, 2018  11:00 AM ET | 4:00 PM BST

Tactical Asset Allocation is a process to realign a long-term portfolio with the short or medium-term market trends of the current time. It often takes the form of a de-risking exercise in a risk-off environment, but can also be alpha-seeking given the forecast for a strong-enough but transient systematic source of return.

In this webinar, we will walk through a tactical de-risking workflow using Axioma’s global multi-asset class model portfolio. Starting with a risk analysis of the current strategic portfolio, we will detail the construction workflow of three risk-based alternatives designed to drive the total volatility of the portfolio to more acceptable levels in the face of an increasingly volatile and uncertain risk environment.

Olivier d'Assier, Head of Applied Research, APAC