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Hedgegate Series VI: Active Risk Based Allocation
Radio Feature 89: Sona Blessing in conversation with Cédric Baron
 
Friday, December 13, 2013

radio Cédric Baron is a multi-asset fund manager, ARMA Funds, at Lyxor Asset Management (AM).
He has been with Lyxor AM since 2005 - when he was a fund manager in charge of quantitative strategies on equities and volatility.
In this Hedgegate Series podcast he shares how active risk based allocation can be applied to a long only portfolio that seeks to achieve absolute returns …

 Download this feature as MP3 (30.33 MB)

 
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Hedgegate Series VI: Active Risk Based Allocation

Duration: 13:15 

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  • Q1 - What is active risk based asset allocation?

    Duration: 03:03 


  • Q2 - Is it possible to apply an active risk based asset allocation strategy to achieve absolute returns for a long only portfolio?

    Duration: 03:20 


  • Q3 - What are the benefits of, and the returns achieved, when embracing such an asset allocation framework?

    Duration: 00:55 


  • Q4 - Could this strategy achieve intra and inter-asset allocation and, is diversification feasible?

    Duration: 01:49 


  • Q5 - What are the challenges and constraints faced in implementing risk based asset allocation (pure risk parity vs. active risk based allocation)?

    Duration: 01:49 


  • Q6 - In a rising interest rate environment, how do you expect to manage an active risk based asset allocation strategy to deliver positive performance?

    Duration: 02:18 



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