Wed, Jul 30, 2014
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Opalesque Radio

Hedgegate Series VIII: Beyond Risk Parity
Radio Feature 103: Sona Blessing in conversation with Patrick Rudden
 
Wednesday, June 25, 2014
radio At AllianceBernstein, Patrick Rudden, is Portfolio Co-Manager of the Dynamic Diversified Portfolio and International Head of Multi-Asset Solutions. Patrick joined the firm in 2001 as a senior portfolio manager for Value Equities. He has published numerous articles and research papers, including, "What It Means to Be a Value Investor"; "An Integrated Approach to Asset Allocation" (with Seth Masters); and "Taking the Risk Out of Defined Benefit Pension Plans: The Lure of LDI" (with Drew Demakis).

 Download this feature as MP3 (18.56 MB)

 
Listen to the complete feature
Hedgegate Series VIII: Beyond Risk Parity

Duration: 08:06 

  logo

Or listen to selected sub-features
  • Q1 - Patrick could you share some of your research finds on risk parity? ["Designing a Smoother Ride" - Balancing risk and return using dynamic asset allocation = Identifying changes in the risk/reward trade-off as they occur]

    Duration: 01:34  


  • Q2 - Could you elaborate on your research findings relating to volatility - [Forecasting risk: Volatility Levels Are "Sticky", Hence Predictable].

    Duration: 01:17 


  • Q3 - Given that at AllianceBernstein, USD45 billion of assets are covered by Dynamic Strategies including both traditional balanced and risk party approaches - how do you condition portfolio asset allocation using dynamic risk parity?

    Duration: 01:10 


  • Q4 - Herd behaviour is a common observable phenomenon amongst investors. Why do you think they need to be cognisant and cautious of such behaviour in the context of portfolio asset allocation?

    Duration: 00:54 


  • Q5 - How does dynamic risk asset allocation differ from dynamic asset allocation?

    Duration: 00:56 


  • Q6 - Given the global macro-economic environment, over the next 12 months, how could investors be potentially allocating to multi-assets?

    Duration: 01:05 


  • Q7 - Since sovereign bonds for instance are unlikely to deliver commensurate risk-adjusted returns, how are you looking at protecting tail risk but still capturing and optimising the expected risk-return premium?

    Duration: 01:10 



Radio Link
  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Hedge fund manager Winton Capital making headway with long-only strategy[more]

    From PIonline.com: North American investors are helping Winton Capital Management Ltd. make progress — albeit slowly — toward its founder's goal of becoming a $100 billion company. The firm's ticket to quadrupling its assets under management is unlikely to be one of its scientifically designed manag

  2. Opalesque Roundtable: Success in hedge fund marketing not linked to performance, but investor appetite[more]

    Komfie Manalo, Opalesque Asia: Success in marketing a fund is not linked to the performance, but to investor appetite, to the way you can market the fund, and to how much time you can spend to raise assets, said Antoine Rolland, the CEO of incubator and seeding firm

  3. Opalesque Radio: Now is a good time to buy protection cheaply in the options market[more]

    Benedicte Gravrand, Opalesque Geneva: Investors are showing an increased interest in risk parity funds and strategies, Opalesque reported last year. Risk parity strategies have the

  4. The Big Picture: Charlemagne Capital smoothes risk out of frontier market investing with portfolio approach[more]

    Benedicte Gravrand, Opalesque Geneva: Opalesque recently talked to one of the portfolio managers of the Oaks funds, which are emerging and frontier market hedge funds focusing on equity long/short with a directional approach. They are run by

  5. Winton’s low-cost equities fund tops $1bn for first time[more]

    From FT.com: Winton, the London-based hedge fund, has increased the assets in its low-cost equities fund to more than $1bn for the first time in a sign that traditional stock managers may come under increasing pressure from computer-driven rivals. Winton, which manages about $25bn in total ass