Behaviorally optimized strategic asset allocation

We know from other industries, the ability to learn faster than your competitors in your specialization, may be the only sustainable competitive advantage. Participants will learn how to rationally allocate assets in professional investment management by applying behavioural design principles.

Adaptive markets require adaptive strategic asset allocation methods to take most evidence-based investment decisions. Study the characteristics of adaptive asset management techniques and how to practically apply them to strengthen your edge.

Lecturer: Markus Schuller

Length: 3h

Learning goal: Learn how to strategically allocate assets by applying behavioural design principles.

PS framework: Behavior/Group

CPD accredited: Yes (3 credits)

Language: English (on-demand in German)

Beneficial for: Investment committee members, CIOs, Board of directors, Investors with fiduciary duty

Sprint structure: 90min input + 90min deliberate practice, reflection and implementation planning

Format: Online (Zoom)

Costs: EUR 298 per participant

Minimum size: 5 participants

PROGRAM

PART ONE

BEST PRACTICES (90min)

  • Introduction to Adaptive Markets
  • Third Generation Asset Allocation (3GEN)
  • 3GEN Definition of Risk, Return & Diversification
  • Full vs Bounded Rationality
  • 3 Alpha Sources > Market, Impact & Behaviour
  • Global Capital Stock vs Multi Asset Portfolios

BREAK (10min)

PART TWO

DELIBERATE PRACTICE (60min)

Participants will reflect on their own strategic asset allocation techniques and how to improve them by applying previously introduced behavioural design methods.

LESSONS LEARNED (10min)

NEXT STEPS (5min)

FEEDBACK FORM (5min)