Sat, Feb 28, 2015
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. Investing - Seth Klarman of Baupost outlines his investment process as major stock market indices are stretched, Myriad hedge fund sold bulk of its Alibaba stake last year[more]

    Seth Klarman of Baupost outlines his investment process as major stock market indices are stretched From Valuewalk.com: As hedge fund manager Seth Klarman, leader of the $28 billion Baupost Group, reviews 2014 performance and considers investors gained near 7 percent on the year, he cons

  2. Adamas Asset Management and Ping An Insurance to co-manage $500m debt fund[more]

    Komfie Manalo, Opalesque Asia: Hong Kong-based Adamas Asset Management and Ping An Insurance Group, one of China’s largest financial institutions, have finalized a memorandum of und

  3. Opalesque Exclusive: dbSelect’s top ten FX strategies average almost 10% in January[more]

    Benedicte Gravrand, Opalesque Geneva: In one of Deutsche Asset & Wealth Management (AWM)’s hedge fund platforms, called dbSelect, a number of FX Strategies did very well in January. dbSelect is a managed investment platform for unf

  4. Opalesque Exclusive: SEC’s Mark J. Flannery warns hedge funds against valuation misconduct[more]

    Komfie Manalo, Opalesque Asia: Securities and Exchange Commission chief economist and director of Division of Economic and Risk Analysis (DERA) Mark J. Flannery has warned of the risks posed by market misconduct, particularly in the true valuation of assets by hedge fund managers. In his

  5. Dymon Asia's $3bn macro hedge fund lost 10.45% in January[more]

    From Reuters.com: Dymon Asia's $3.1 billion macro hedge fund lost 10.45 percent in January, performance data seen by Reuters showed, a month where many peers lost heavily after a surprise rise in the Swiss franc. Singapore-based Dymon, set up by Danny Yong, a former founding partner and chie