Portfolio Construction and Management
First published:
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The wealth management perspective
Roland Eberhard
Foreword: Preparing for change: Notes from an asset management leader
Preface
Introduction
The evolution of portfolio theory
Factor investing for practitioners
Introduction to alternative risk premium investing
Systematic credit investing
Enhanced risk parity and factor investing: ATP’s surplus investment strategy based on risk allocation to investment factors
Integrating climate risk considerations within portfolios: An investor’s viewpoint
Bridging theory and practice: Setting investment objectives
Bridging theory and practice: Developing an investment strategy and implementing a solution
Optimisation of trading portfolios under regulatory capital constraints
The wealth management perspective
The asset management challenge
Ignorance is bliss: Applying risk management techniques from alternatives to long only investing
The digitalisation of portfolio construction – Part 1
The digitalisation of portfolio construction – Part 2
Do you get enough performance for the risk taken? Are your fees adequate? Thanks to technology, such questions can now be answered relatively quickly. Wealth management clients have been great beneficiaries of the technological advances in the digital era. With digital tools in the hands of wealthy clients, the power of investment decision-making has shifted. Information that was hitherto only available to investment professionals is now easily accessible to the clients themselves.
The first part of this chapter will focus on how the pitfalls of these seductive digital technologies can be successfully countered, while the second part will highlight the impact that digitalisation has had on portfolio construction for wealth management. This is followed by a short overview of the digital tools available for constructing portfolios.
This chapter is written by a practitioner, and is based on their experiences over 30 years. Of course, more of these experiences could have been usefully assessed, but we have concentrated on the essentials. Also omitted is any mention of our own products or suppliers – on the one hand, we don’t want to advertise anything or anyone, and on the other
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