SFI Master Classes

Fund selection is a core activity in the construction of advisory and discretionary portfolios as well as for pension fund allocations. This master class will discuss the fundamental concepts for the successful implementation of fund selection. The selection of the fund will be analyzed in the context of adding alpha and factor risk premia to the desired portfolio.

We will start by providing the framework and quantitative tools for carrying out a fund manager selection. These notions will be put into practice during the breakout session. We will expand our discussion to cover the performance of institutional portfolios, the choice of fixed income managers, and ETF investing.

Outline

• Asset Allocation Perspective: adding alpha and beta. Academic view on the existence of alpha.

• Overview of the fund selection process. Investment due diligence.

• Quantitative screening, alpha, and factor exposures.

• The timing of hiring/firing decisions of external managers.

• Breakout session: Application in Fund Selection.

• Institutional Investors’ performance in the active space.

• Manager selection in the fixed-income space. Learning the macro view of the manager.

• Which ETFs for the passive alternative?
   

SFI Master Class Features and Target Audience

SFI Master Classes offer seasoned banking and finance professionals a unique opportunity to exchange knowledge and share their professional views with top-level academics and industry experts in an interactive learning environment. Master Classes incorporate hands-on group work and opportunities for discussion.

This particular Master Class is aimed at professionals in the financial industry who work in asset and wealth management or hold client-facing advisory roles. It is also of value to financial experts seeking insight into fund management. 

SAQ Recertification

This SFI Master Class is an acknowledged SAQ recertification measure and comprises four learning hours for the following SAQ profiles: 

• Wealth Management Advisor CWMA

• Advisor Affluent Clients

• Advisor Individual Clients

• Certified Corporate Banker CCoB

• Advisor SME Clients

This SFI Master Class covers the aspect "industry knowledge."
 

Late cancellations and no-shows

If you have registered for a Master Class but are unable to attend, we kindly ask that you inform us as soon as possible. Places are limited, and late cancellations and no-shows not only prevent those on the waiting list from attending, but also result in an inefficient allocation of valuable resources. Your cooperation in communicating any unexpected changes regarding your participation at this Master Class is greatly appreciated.