IMAC:  Issues in Asset Allocation

Tim Farrelly | 01 October 2019

This lecture instructs IMAC candidates on approaches to asset allocation (SAA, TAA, DAA), the role of strategic asset allocation and method for setting the SAA, optimisaton, pre-tax return estimates, estimating risk and correlation, and forecast estimation errors.

ABOUT THE LECTURER

Tim Farrelly is the Principal of farrelly's Investment Strategy, the first independent, specialist asset allocation research service for investment advisory fi...