Diversification is the key to reducing risk across a portfolio. A market neutral approach can help. Our systematic process is designed to deliver returns uncorrelated to both equities and bonds.
Amadeo Alentorn, lead investment manager, Jupiter Systematic Equities, will address the challenge many investors face of developing a well-diversified portfolio.
A traditional way of seeking diversification is by including equities and bonds together in the portfolio. Unfortunately, sometimes equities and bonds are correlated and fall together.
A popular way of seeking to mitigate this is by also including alternative asset classes in the portfolio, alongside equities and bonds. The problem is that many so-called ‘alternative’ asset classes have had a significant correlation to equities and bonds or bring significantly higher levels of volatility.
Amadeo will explain a well-managed absolute return, market neutral strategy, which holds a long book and a short book in balance, and has a systematic approach, has historically delivered negligible correlation with both equities and bonds, and has been able to increase diversification.
Agenda
| 18:30 |
Welcome Remarks by CFA Society Italy
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| 18:35 |
The Need for Genuine Diversification
Amadeo Alentorn, CFA, Investment Manager, Jupiter
Amadeo Alentorn
CFA, Investment Manager, Jupiter
Amadeo is an Investment Manager in the Systematic Equities team. He joined the company in 2005. Before joining Jupiter, Amadeo worked at Merian Global Investors and at Old Mutual as a portfolio manager and head of research. Prior to this, he worked for the Financial Stability Group at the Bank of England, developing simulation models for systemic and liquidity risk. Before this, he was a software developer for CAD systems and robotic applications. He began his investment career in 2005. Amadeo has a BEng in robotics, an MSc in computer science, and a PhD in computational finance. He is a CFA® charterholder.
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| 19:20 |
Q&A Session
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| 19:30 |
Networking Cocktail
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Important information
- Registrations will close on 29 November, 6 PM CET.
- A kind remind will be sent to all registered participants the day before the event. Please check your spambox. Please save it and bring it to the venue. You may be required to show it at the registration desk.
- CFA Institute and CFA Society Italy Regular and Affiliate Members can self report 1 PL credit accessing their PL tracking tool through their account on the CFA Institute website.
- This event will be held in English.