Target-Risk Equity Funds have significant applications in: (i) the investment and risk management of DB and DC pension plans: (ii) reducing the volatility of multi-asset portfolios; (iii) managing the market risk of equity portfolios; and (iv) in managing the probability of ruin in pension drawdown funds.
The presentation will explore the creation, management, performance, and applications of target-risk equity funds.
Speaker: John Caslin, Alder Capital
The presentation will also examine why the peak-to-trough falls in the value of equity portfolios which are not managed to a target-risk level are substantially greater than that which might be implied by the annualised standard deviation of monthly, weekly or daily returns on that portfolio and how that phenomenon can give rise to surprises for investors and their advisors.
Further details can be found at http://sias.org.uk/events/upcoming-events/
CPD
CPDRefreshments will be served from 17:30 and the lecture will start promptly at 18:00. There is no need to register in advance for this meeting and non-members are welcome. There will also be live tweeting available via #SIASJune16 during the talk – please do get involved with any comments and questions for the speakers.
Location
Address
Staple Inn Hall, High Holborn, London, WC1V 7QJ
Nearest Public Transport
Chancery Lane Station (Central Line)