Lecture
Speakers
Prof. Dr. Marco J. Menichetti
Dr. Renato Staub
Michael Kurt Frommelt
Date
18.11.2010 17:30 - 19:00
Content
Over the past 20 years, much research has been done on valuation analysis, which can only be improved marginally at this point. On the other hand, portfolio design is still in its early stages. Let us assume, for instance, that market A is undervalued by X%, and hence we overweight it in our active portfolio by Y%. Unfortunately, there is no generally accepted formal rule regarding the concrete value of Y. Hence, we improve the allocation process by providing a formal translation between valuation based signals and the corresponding allocations. Our framework is transparent and consistent across capabilities. Further, it is commensurate with the opportunity set and meets the long term risk budget.
Target Audience
Professionals from Corporations, Banks, Asset- and Management Companies, Insurance Companies, Financial Advisory Services, Tax Administration, Lawyers, Trustees, Fund Managers and Financial Auditors
Information Contact
Dr. Marcel Vaschauner, MBA
Prof. Dr. Marco J. Menichetti
Deadline
Nov 18, 2010
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