Asset Allocation Summit - 2007

Description

The theory and practice of Strategic Asset Allocation is undergoing dramatic change. In the space of a decade, the "one-size fits all" pension scheme benchmark has become virtually obsolete, and conventional wisdom regarding best practice in pension fund asset allocation has undergone massive change.

It is only five years since John Ralfe pioneered the Boots Pension Fund switch from equities to bonds, but since then there have been further waves of argument, market developments and regulatory change, leading to a number of large pension schemes adopting "liability-driven" strategies.

Exhibition Sections:

• Strategic asset allocation
• Tactical asset allocation
• Liability-driven investing
• Commodities and energy
• Portable alpha
• Risk management
• Emerging markets
• Global investment strategy