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| Pierre Guillemin, Managing Director of Swiss Life Asset Management, an asset management firm at the marcus evans Investment Consultants Summit 2012, discusses why quantitative based investment strategies should receive investment consultants' attention. |
London, Aug 15, 2012 - (ACN Newswire) - Minimum volatility and equal risk budget strategies are means to achieve absolute returns, says Pierre Guillemin, Managing Director, Swiss Life Asset Management. These could help investors increase their Sharpe ratio, he adds.
From an asset management firm at the marcus evans Investment Consultants Summit 2012, in Noordwijk aan Zee, The Netherlands, 3 - 4 September, Guillemin advises on strategic decision-making in times of volatility.
- What asset allocation strategies function better in a low return environment?
A low return environment provides the opportunity for investment consultants to differentiate themselves and change their perception of risk. The circumstances around this area are very rich at present, enabling investments to be protected from downsides, ensuring adequate return and a number of drawdowns from potential mishaps and deviances in the market.
- Why do you consider quantitative based strategies important?
Investment strategies such as minimum volatility and equal risk budget can steer investors to large advantages and help them touch absolute returns. They increase the Sharpe ratio and allow for volatility to be better controlled. I encourage investors not to focus on having the highest return from each asset class, but to pinpoint more robust allocations on each investment proposal they are willing to invest in.
- What is your view on hedge fund duplication for risky assets?
These strategies are the core of risky asset portfolios. When they are put in action correctly, they enable investors to better allocate in further proposals coming from asset managers. Consequently, portfolio characteristics can be improved and value added is easier to find.
- What decision-making framework is successful for investors at times of volatility?
First it is important to admit that volatility is part of any portfolio and that it is a key subject for downsizing risks. Investors need to understand where they are in their investment framework and what the theoretical volatility is of the liabilities with which they are dealing. From there they can make the right decisions about the scope of the investments they can deal with and act accordingly. This process avoids friction and misunderstandings between the proposal of the asset manager and what is accepted by investors.
- What portfolio de-risking tips could you provide?
Diversification and insurance. Insurance is the buying of protection but this is costly. The main issue when constructing the portfolio is the amount of payment for insurance and how much profit the portfolio develops for the insurance. The problem is how much risk can acceptably be uncovered. Once all these factors are finalised, the portfolio will be built to earn substantial amounts to pay liabilities and pocket profit in a sustainable and robust manner.
About the Investment Consultants Summit 2012
- This unique forum will take place at the Grand Hotel Huis ter Duin, Noordwijk aan Zee, The Netherlands, 3 - 4 September 2012. Offering much more than any conference, exhibition or trade show, this exclusive meeting will bring together esteemed industry thought leaders and solution providers to a highly focused and interactive networking event. The Summit includes presentations on optimum institutional portfolio construction, strategic risk management and asset allocation, global economic stability and reducing balance sheet risk.For more information please send an email to info@marcusevanscy.com or visit the event website at www.investmentconsultantseurope.com/PierreGuilleminInterview
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About Swiss Life Asset Management
Swiss Life Asset Management offers investment solutions for individuals and serves the needs of its own institutional clients. The ability to manage the proprietary asset of Group Insurance companies over the long term by following prudent investing principles is the foundation of our experience in the third-party financial management market. Our investment philosophy draws constantly on the management and control of risk at each of the stages prior to the creation of a portfolio.www.swisslife-am.com.
Contact:
Maria Gregoriou, Journalist,
marcus evans, Summits Division
Tel: +357 22 849 400
Email: press@marcusevanscy.com
Topic: Research / Industry Report
Source: marcus evans Summits
Sectors: Daily Finance, Daily News
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