Portfolio Construction and Management
First published:
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Foreword: Preparing for change: Notes from an asset management leader
Suni Harford
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
This book was written by domain experts, each operating within a corporate strategy. To understand this strategic imperative, we wanted to talk to an asset management leader with strong change experience. We were therefore grateful for the opportunity to interview Suni Harford, President of UBS Asset Management.
Why were we eager to interview Ms Harford? Her background, in working with asset managers at a leading investment bank, brings the best of the insider and outsider view. Being part of Citigroup, which effectively managed the transition to the new regulatory environment after the Great Recession, was an asset that helped her during all the changes at UBS Asset Management, including the move to digitalisation, changes in regulation and the development of sustainable investing, as well as navigating through the Covid-19 crisis. These are all key themes of this book.
Editors: To what extent has the Covid-19 crisis changed the asset management industry, or has it accelerated its transformation?
Suni Harford: The Covid-19 crisis has accelerated some of the transformation we were seeing pre-Covid. Advancements in both technology and regulation have been driving such
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