Lecture
Speakers
Prof. Dr. Marco J. Menichetti
Michael Kurt Frommelt
Dr. Giuseppe Ballocchi
Date
13.10.2011 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 of Corporations, Banks, Asset Management, Investment and Insurance Companies, Financial Advisory Services, Tax Administration, Lawyers, Trustees, Fund Managers and Financial Auditors.
Information Contact
Deadline
Oct 13, 2011
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