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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).

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Hedgegate Series VIII: Beyond Risk Parity

Duration: 08:06 

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  • 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 



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