Event Agenda

Time table of the event

Event Agenda

 

08:30

Registration and breakfast

09:15

Portfolio Construction overview and history

  • Modern portfolio theory and key insights
  • Asset classes and other models to build portfolios
  • Mean-variance modelling and alternatives

10:00

Networking break

10:30

Trends in Portfolio management 

  • Passive vs. active management
  • Beta vs. alpha returns
  • Factors and sources of return
  • Uncorrelated investments

11:15 

Working Groups: Identify investment philosophy and priorities in own official sector fund
12:30

Lunch

14:00

Case studies in portfolio construction 

  • Canadian model for asset owners
  • Yale Endowment Model
  • Hawaii Public Pension Fund: recent experience

14:45

Results and experience of reserve funds and sovereign wealth funds

  • Overall performance returns and risk-adjusted returns
  • Stressed markets performance

17:30

Networking break
16:00

Working Groups: Governance challenges to implementing investment structure
17:15

Doing good and generating competitive returns

  • Focusing on long-term results and market stabilizing impact
  • Disciplined rebalancing and adjusting to dynamic markets
  • Minimizing portfolio volatility or shortfall risks
18:00

Trainer’s closing remarks
18:10

Close of day