Multi-Asset Investing

This two-day course covers all aspects of this increasingly important field, including the benefits, risks and possible outcomes of multi-asset investing. Delegates will learn how to implement a step-by-step process, from establishing objectives and setting strategies to reviewing performance.

Available for in-house delivery. Call +44 (0)1483 573150
Duration: Two days (9.00am to 5.00pm)
Location: In-house
Trainer: Yoram Lustig
Please contact us for a quotation



+ What is multi-asset investing?
+ The benefits and challenges of multi-asset investing
+ The investment management process

Establishing objectives

+ Introduction
+ Return & risk objectives - the desired outcomes
+ The types of risks to consider
+ The relationship between risk and reward
+ Investment constraints

Setting an investment strategy

+ Introduction
+ Strategic Asset Allocation (SAA)
+ Historical performance of asset classes
+ Combining asset classes
+ Diversification
+ Capital Market Assumptions
+ Optimisation
+ Risk factor allocation
+ The roles of assets in multi-asset portfolios


Implementing a solution

+ Introduction
+ Tactical Asset Allocation (TAA)
+ Behavioural finance
+ Forecasting markets and the MVST framework
+ Regimes
+ Investment selection
+ Active versus passive and smart beta
+ Single versus multi manager
+ Investment vehicles
+ Derivatives
+ Currency
+ Portfolio construction
+ Risk budgeting
+ Risk management
+ Investment strategies for different regimes


+ Introduction
+ Benchmarks and benchmarking
+ Multi-asset performance attribution
+ Multi-asset risk attribution


+ Recent trends in multi-asset investing
+ Main takeaways