1Q 2012 Market Environment Briefing Webinar

Please join Marquette’s asset class analysts for a live webinar briefing on our 1Q 2013 Market Environment report. This webinar series is designed to brief clients on the market as soon as possible after quarterly market data becomes available. The overall U.S. economy will be discussed, along with fixed income, U.S./non-U.S. equity, hedge funds, private equity, real estate and infrastructure.

Join Marquette’s asset class analysts for a live webinar briefing on 2013 capital market expectations.

Potential market drivers and general outlooks will be discussed for the overall U.S. economy, fixed income, U.S./non-U.S. equity, hedge funds, private equity, real estate and infrastructure.

Please join Marquette’s asset class analysts for a live webinar based on our 3Q 2012 Market Environment report. This webinar series is designed to brief clients on the market as soon as possible after quarterly market data becomes available. The overall U.S. economy will be discussed, along with fixed income, U.S./non-U.S. equity, hedge funds, private equity, real estate and infrastructure.

Please join Marquette’s asset class analysts for a live "halftime" webinar based on our 2Q 2012 Market Environment report. This webinar series is designed to brief clients on the market as soon as possible after quarterly market data becomes available. The overall U.S. economy will be discussed, along with fixed income, U.S./non-U.S. equity, hedge funds, private equity, real estate and infrastructure.

Portfolios must be rebalanced to maintain the risk/reward profile set in the original asset allocation. But how often should portfolios be rebalanced? And what guidelines should be used to determine when to rebalance? As institutional investment stewards, trustees and their investment consultants have a fiduciary duty to set a clear policy on portfolio rebalancing.

Register now to join us for a live webinar to discuss our upcoming paper on rebalancing and guidelines for implementing a rebalancing policy. We'll address key questions to consider and discuss in more detail with your consultant.

Live webinar briefing on our 1Q 2012 Market Environment report. This new webinar series is designed to brief clients on the market as soon as possible after quarterly market data becomes available. The overall U.S. economy will be discussed, along with fixed income, U.S./non-U.S. equity, hedge funds, private equity, real estate and infrastructure.

Skyrocketing commodity prices combined with the poor performance of equities have led to an increased interest in commodity allocations. Commodities have not historically been part of an institutional investor’s asset allocation, and some even question whether commodities are an asset class.

Register now to join us for a live webinar to discuss commodities as an institutional asset class with senior research analyst Eric Przybylinski and Greg Leonberger, our director of research. We'll explore commodities as an investment, focusing on investment vehicles, the sources and attributes of historical risk and return, and commodities’ place in an investment portfolio.

We'll brief participants on key points from our newly published position paper, including:
* An introduction to commodities as an institutional asset class
* The mechanics of long-only futures positions
* Drivers of individual commodity returns and portfolios of commodity positions
* Commodities as part of a balanced portfolio

Join Marquette's asset class analysts for a live webinar to hear their views on 2012 capital market expectations.

Potential market drivers and general outlooks will be discussed for the overall U.S. economy, fixed income, U.S./non-U.S. equity, hedge funds, private equity, real estate and infrastructure.

A relatively new asset class to institutional investors, infrastructure has emerged over the last five years as a sustainable addition to portfolios.

Register now to join us for a live webinar to discuss the asset class with our infrastructure authority Elizabeth Francis and investment consultant Miguel Zarate. We'll brief participants on key points from our newly published position paper.

Many institutional investment programs suffered major losses during the 2008-2009 financial crisis due to poor products and even outright fraud. Lack of a disciplined investment manager search due diligence process was almost always the root cause.

Register now to join us for a live webinar to discuss a best practice approach to fulfilling your fiduciary duty to meet the investment manager search stewardship "Big 3" - high alpha, high integrity and low fees.

Continuing the conversation from our last webinar, Investment Stewardship 2011: Fiduciary Duty in An Uncertain Decade, we'll dive deeper into two key fiduciary responsibilities that lead to high alpha, high integrity and low fees:
• Quality control - Know thy managers with thorough due diligence steps to avoid fraud and poor products. We'll review a five-step process for fulfilling your manager search fiduciary duty in detail.
• Cost control - Keep costs from eroding performance by actively negotiating so-called "industry standard" fees. We'll review a case study where the institution realized significant cost savings through fee analyses and aggressive negotiation.

In the wake of the 2008-2009 financial crisis, institutional investment stewards are faced with more complex fiduciary duties than ever.

Join us for a live webinar to address today's emotional market volatility and discuss a focused approach to meeting the requirements of investment stewardship in 2011 and beyond.

This webinar will review the three key fiduciary responsibilities that lead to successful investment programs in good markets and bad:
• Risk control - Stay off the greed-fear roller coaster with complete clarity on asset allocation and a conviction to rebalance as needed.
• Quality control - Know thy managers with thorough due diligence steps to avoid fraud and poor products.
• Cost control - Keep costs from eroding performance by actively negotiating so-called "industry standard" fees.