[Webinar]: Estimating Returns for Asset Classes: A Building Block Approach

[Webinar]: Estimating Returns for Asset Classes: A Building Block Approach

研討會

概要

Asset allocation is an essential part of creating and balancing investment portfolios. Asset managers employ strategies like strategic asset allocation, and tactical asset allocation to help them find an asset mix which reflects investors' goals, risk tolerance and investment time frame.

Capital Market Assumption is a methodology used to project reasonable long-term risk/returns forecasts which is an essential building block to analyse the different asset classes and markets.

In this seminar, the speaker will present Invesco's work in developing forecasts for asset class returns which are of critical importance in translating portfolio theory into plausible real-world practical solutions for investors.

宗旨

By the end of the seminar, participants will be able to:
- Understand the building blocks to analyse estimated returns across different asset classes
- Develop return expectations in a long term horizon based on capital market assumptions methodology
- Learn the considerations to formulate capital market assumptions for various Asian markets

內容

1. Sources of return for equity, fixed income and alternative assets
2. Key fundamental and macro data to be considered and analysed
3. Return expectations in a long term horizon based on capital market assumptions methodology
4. Application of capital market assumptions in Asian markets

對象

- Financial practitioners
- Asset allocators
- Fund managers
- Senior management
- Auditor
- Regulators
- Academics

導師/講者

成昌桓
Chang Hwan Sung joined Invesco as Director of Solutions Research based in Hong Kong in 2018. Before joining Invesco, Chang Hwan was Head of Quant Investments at Samsung Asset Management (HK) from 2014 to 2018 and Director and Portfolio Manager for Asian quant equities at BlackRock based in San Francisco and Hong Kong from 2006 to 2014. Chang Hwan received his PhD from Management Science and Engineering and MS in Financial Mathematics from Stanford University, after receiving BS degree from Seoul National University. He is a CFA charterholder.

詳情

活動編號
TSTAW20000601
日期及時間
2020年6月29日, 星期一 (12:20下午 - 1:20下午)
地點
虛擬平台
語言
英文
級別
Intermediate
課程時數
SFC:1.00, PWMA:1.00

Please note: This webinar will be delivered via WebEx.  To qualify for CPT/OPT hours, participants are required to attend the full webinar.

You may want to check if WebEx works on your device prior to enrolment, click HERE to test.