

ALO02: Properly Diversifying a $1.6Trillion Portfolio ft. Sebastien Page
Feb 16, 2022
Chapters
Transcript
Episode notes
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
Introduction
00:00 • 3min
How Sebastian Page Got Started in the Investment Management Industry
02:56 • 2min
How to Be a Successful Asset Manager
04:56 • 3min
How to Combine Numbers Driven Quantitative Approaches With Investor Judgment
07:45 • 2min
How to Improve Portfolio Construction in the Face of a Crisis
09:38 • 4min
The Future of Asset Allocation
13:39 • 5min
The Rise of the Interest Rate Regime
18:41 • 5min
The Stock Bond Correlation Is Positive for a Long Period of Time
24:07 • 3min
The Importance of Portfolio Optimization in Strategic Asset Allocation
27:05 • 3min
The Importance of Using Optimization Tools
30:27 • 3min
How to Maximize Utility in Excel
33:23 • 4min
How to Determine Risk Tolerance
37:48 • 4min
Moving Scenario Analysis to the Front Office
41:50 • 2min
The Downside of Overfitting Data to Your Model to the Data
43:35 • 2min
The Importance of Tail Risk Exposure
45:41 • 2min
The Benefits of Trend Following Strategies
47:41 • 5min
How to Use Average Correlations in Risk Modeling
52:57 • 2min
The Importance of Diversification in a Diversified Portfolio
55:02 • 4min
The Role of Treasuries in Portfolio Construction
58:42 • 4min
The Importance of Managed Volatility in Asset Management
01:03:08 • 2min
The Importance of Leadership in the Investment Industry
01:05:18 • 3min
The Importance of Goal Setting
01:07:59 • 3min
How to Explain Compound Interest to a 12 Year Old
01:10:40 • 3min
Top Traders Unplugged: How to Manage $1.6 Trillion
01:13:33 • 3min