Sat, Aug 29, 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 - Hedge funds suddenly find real money is back in Argentina's debt, Elon Musk buys more SolarCity stock following hedge fund manager short, BlackRock plans to get into rental-home financing[more]

    Hedge funds suddenly find real money is back in Argentina's debt From Bloomberg.com: The real money is back in Argentina. Before the country’s default in July 2014 (its second in 13 years), most long-term investors abandoned its bond market. As they rushed out, Argentina became a favorit

  2. Activist News - Carl Icahn has snapped up a huge stake in Freeport-McMoRan, and the stock is ripping, Meet Europe's best activist investor[more]

    Carl Icahn has snapped up a huge stake in Freeport-McMoRan, and the stock is ripping From Businessinsider.com: Carl Icahn has picked his next target: Freeport-McMoRan. Icahn and a group of other investors have snapped up an 8.46% stake in mining company Freeport-McMoRan, according to a j

  3. North America - Hedge fund manager Ray Dalio’s challenge to the Fed[more]

    From Newyorker.com: For some reason, Janet Yellen, the chair of the Federal Reserve, decided to skip this year’s annual Fed conference in Jackson Hole, where monetary policymakers from the United States and abroad get together with some prominent academics to discuss the big issues of the moment. Th

  4. Performance - Hedge funds set to bank millions by short selling during London share slump, The China market chaos has made this hedge fund its most money in 2 years, Odey hedge fund said to surge 9% betting against China, Hedge funds with long-held bearish views on China rack up profits, Hedge funds in U.S. seen curbing damage from August turbulence, Hedge funds collect on their predictions of a fall, How did managed futures do while the Dow was down 1000[more]

    Hedge funds set to bank millions by short selling during London share slump From TheGuardian.com: Hedge funds are set to bank tens of millions of pounds from the slump in share prices in London, having bet almost £18bn that the FTSE 100 would fall. The funds making the bets include Lansd

  5. Opalesque Exclusive: John C Head IV leaves alternative investment firm Gallery Capital, David Harrison joins as co-CIO[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: John C Head IV, former president and co-founder of Gallery Capital Management, an alternative inv