Portfolio Risk Mitigation: Traditional Methods vs. New Techniques

This presentation looks at asset allocation to determine if it does indeed help investors protect against significant losses or even help in down markets. Asset allocation, market timing and other previously accepted risk mitigation techniques will be broken down and analyzed as to their effectiveness. In addition, more recent developments in portfolio protection and portfolio management will be reviewed and analyzed.

Research will be presented from industry and academic sources that examine market timing, strategy/dynamic/tactical allocation, de-risking, hedging and various income strategies. This research review will bring some surprising “out-of-the box” conclusions on how portfolios are being managed today and should be managed going forward.

Jim Pritchard, CFO of Swan Consulting, Inc., received his degree from Columbia University in 1982 where he studied Economics. In 1982, Jim became an investment consultant with Smith Barney before starting his own investment management firm in 1986 which focused on tactical asset allocation strategies implemented via index funds. Jim’s articles on asset allocation and indexing have been published in various financial magazines including Dow Jones’ Journal of Indexing. He has appeared in Fortune Magazine, Plan Sponsor Magazine and Bloomberg’s Wealth Manager. Additionally, Jim has been frequently quoted in Ignites.com, has appeared on CNBC’s “Money Talk” and has been an expert guest speaker at institutional investment conferences including the Endowment and Foundation Summit, the Super Bowl of Indexing, the Asset Allocation Summit, the Exchange Traded Funds Conference, MarHedge and the Dow Jones Equity Styles Conference.

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