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Advisor Perspectives

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  • Adaptive Asset Allocation: A Dynamic Strategy for Good Times and Bad Adaptive Asset Allocation: A Dynamic Strategy for Good Times and Bad Adam Butler, CFA, CAIA Recorded: Sep 22 2016 62 mins
    According to research from Morningstar and the Investment Company Institute, many unskilled investors are abandoning active stock selection in favor of active factor, sector, and asset allocation. But these investors are making the same mistakes in a different domain. In this environment, skilled investors have a greater opportunity to profit from active asset allocation than traditional security selection.

    This prompts these questions: What methods are most effective at sorting winners from losers across asset classes? Are the observable effects of factors such as value and momentum even stronger across asset classes than at the individual security level? If so, what is the best way to harness these multi-asset factor strategies while maximizing diversification to minimize portfolio risk?

    In this webinar, Adam provides an overview of active multi-asset "factor" strategies like Adaptive Asset Allocation. In particular, you will learn:

    •Why investors are abandoning active mutual funds in favor of index funds and ETFs;

    •Why poor index timing decisions have kept unskilled ETF investors from realizing strong returns from these products;

    •How skilled asset allocators are able to generate alpha by taking advantage of pricing anomalies created by unskilled ETF investors;

    •Why multi-asset ‘smart beta’ strategies are well positioned to harvest large excess returns from this pool; and

    •How to use a multi-asset factor strategy, with methods adopted from Modern Portfolio Theory, to create dynamic global portfolios that can thrive in good times and bad.

    Adam will answer attendees’ questions during the webinar and will be available to continue the discussion on APViewpoint.

    CFP Board® and IMCA® have accepted this program for 1 hour of CE credit towards the CFP® certification and the CIMA®, CIMC® and CPWA® certifications. If you provide the required information and stay for the entire session we can report your attendance to these organizations.
  • The Next Generation of ESG Investing The Next Generation of ESG Investing Abdur Nimeri Recorded: Sep 13 2016 60 mins
    Many investors are asking advisors for environmental, social and governance (ESG) investing solutions that reflect their moral and political values. The problem is that most of these strategies are flawed in two important ways:

    1.Historically there have been seven distinct approaches to ESG investing, implemented in products characterized by inadequate diversification and skewed returns.
    2.ESG index providers rely on key performance indicators (KPIs)—quantitative and qualitative metrics that demonstrate a company’s business effectiveness—based on public regulatory filings that often don’t provide enough information to enable advisors to make informed ESG recommendations.

    Our “integration approach” to ESG investing seeks to resolve these flaws.. It leverages innovations in data science to enable asset managers to develop and apply systematic investment strategies that evaluate each company’s E, S and G indicators to identify KPIs that significantly impact risk/return with strong predictability. Integrating ESG-related KPIs into portfolio analysis and risk management methodologies allows advisors to recommend more diversified ESG core equity investment solutions to clients. In this webinar, advisors will learn:

    •The seven historically distinct approaches to ESG investing;
    •How ESG attributes impact a corporation’s reputation, value and long-term business performance;
    •How data science is making it easier to identify KPIs that accurately measure the impact of ESG policies on investment performance;
    •How a diversified portfolio should balance risk and return characteristics of multiple KPIs in all three sleeves of ESG; and
    •How multi-category ESG tilts can potentially reduce risk and amplify long-term returns.

    Abdur will answer attendees’ questions during the webinar and will be available to continue the discussion on APViewpoint.

    This program is eligible for 1 hour of CE credit for CFP®, CIMA©, CIMC© and CPWA® designees who attend the entire live session.
  • Tax Evasion, the Panama Papers and Global Wealth Management Tax Evasion, the Panama Papers and Global Wealth Management Dan diBartolomeo Recorded: Aug 30 2016 61 mins
    The release of the so-called “Panama Papers” has raised the veil on the secretive tax evasion practices of some wealthy investors and generated substantial public outrage aimed at financial firms and high profile clients connected with these schemes.

    But are all strategies for minimizing taxes unethical or illegal? In this presentation, Dan will take advisors on a tour of the mysterious world of offshore corporations and hedge funds and their uses as tax-management tools. You will learn:

    -How high tax rates, institutional corruption and a lack of regulatory oversight have enabled many of these overseas tax shelters to form and thrive;
    -Which of these entities can be used for legitimate tax purposes;
    -Why wealthy investors who transfer assets to offshore corporations assume a high level of risk and IRS scrutiny; and
    -How you can legally address your wealthy clients’ tax-management priorities using U.S.-based investment strategies and products.

    Dan will answer attendees’ questions during the webinar and will be available to continue the discussion on APViewpoint.

    The CFP Board has accepted this program for 1 hour of CE credit towards the CFP® certification. In addition, IMCA has accepted this program for 1 hour of CE credit towards the CIMA®, CIMC® and CPWA® certifications. If you provide the required information during the webinar registration process and stay for the entire session we can report your attendance to these organizations.
  • The Hidden Cues that Unlock Better Client Communication The Hidden Cues that Unlock Better Client Communication Beverly Flaxington Recorded: Aug 18 2016 62 mins
    CFP® Board CE Elegible

    Learning to modify one’s communication style in response to clients’ and prospects’ cues is a key component for building rapport and deepening trust. In this webinar, Bev will explore various aspects of “people reading” and outline specific steps advisors can take to connect more effectively. Advisors will learn how to:

    •“Read” prospects and clients to gain a deeper understanding of their unspoken needs and concerns;
    •Understand their own communication style and learn how to modify it to improve the quality of interpersonal communications;
    •Avoid mistakes that can lead to “incorrect " people-reading; and
    •Use this enhanced understanding to address the needs of clients, prospects and even fellow employees more effectively.

    Bev will answer attendees’ questions during the webinar and will be available to continue the discussion on APViewpoint.

    The CFP Board has accepted this program for 1 hour of CE credit towards the CFP® certification. If you provide your CFP Board ID during the webinar registration process and stay for the entire session we can report your attendance to this organization.
  • Risk Parity: The Antidote for Unbalanced Portfolios Risk Parity: The Antidote for Unbalanced Portfolios Adam Butler, CFA, CAIA CEO, ReSolve Asset Management Recorded: Aug 11 2016 62 mins
    The traditional 60/40 balanced portfolio is actually "unbalanced" because it is designed to flourish in a limited spectrum of economic environments characterized by growth, benign inflation, and abundant liquidity conditions. Worse, the high level of equity volatility mostly dilutes the moderating benefits of bonds.

    Risk parity portfolios address this imbalance. Complementing traditional U.S. equity and bond positions with alternative asset classes, and with an appropriate balance of risks, can help a portfolio thrive across a wide variety of market environments. In this third part of his four-part webinar series, Adam Butler will reveal:

    -Why constructing portfolios on the basis of long-term capital market expectations is a fool's errand;

    -Why a broadly diversified and properly balanced risk parity portfolio encompassing a wide range of asset classes is better positioned to balance risks and perform well under most realistic economic environments;

    -How dynamic estimates of risks and correlations can eliminate the need for long-term forecasts; and

    -How multi-asset factor tilts can address many of the most common concerns about risk parity portfolios.

    Adam will answer attendees' questions during the webinar and will be available to continue the discussion on APViewpoint.

    The CFP Board has accepted this program for 1 hour of CE credit towards the CFP® certification. In addition, IMCA has accepted this program for 1 hour of CE credit towards the CIMA®, CIMC® and CPWA® certifications. If you provide the required information during the webinar registration process and stay for the entire session we can report your attendance to these organizations.
  • A Powerful New Tool to Comply with the DOL's Fiduciary Rules A Powerful New Tool to Comply with the DOL's Fiduciary Rules Presenter: Manish Malhotra Recorded: Jul 28 2016 63 mins
    IMCA® and CFP Board® CE credit eligible

    The Department of Labor’s new fiduciary rules define nearly every recommendation and decision advisors make related to retirement accounts as investment advice — from moving money to recommending funds and annuities.

    Advisors must now prove that their retirement income recommendations serve their clients’ best interests. In this webinar, Manish will provide an overview of the new rules and show how Income Discovery’s interactive toolset can aid in this process. During this session you will learn how:

    •The new fiduciary rules will affect advisors serving retirement investors;
    •Income Discovery’s tools generate optimal retirement income recommendations that reduce the risk and amount of shortfall and increase the average legacy; and
    •Income Discovery’s objective methodology can help ensure that advisors comply with the DOL’s fiduciary requirements and BICE rules.

    Manish will answer attendees’ questions during the webinar and will be available to continue the discussion on APViewpoint.

    To learn more about how Income Discovery can help advisors comply with the DOL requirements and transition from selling products to delivering comprehensive retirement planning solutions, download their whitepaper.

    The CFP Board has accepted this program for 1 hour of CE credit towards the CFP® certification. In addition, IMCA has accepted this program for 1 hour of CE credit towards the CIMA®, CIMC® and CPWA® certifications. If you provide the required information during the webinar registration process and stay for the entire session we can report your attendance to these organizations.
  • New Research: The Art & Science of Portfolio Optimization New Research: The Art & Science of Portfolio Optimization Presenter Adam Butler, CFA, CAIA Recorded: Jul 14 2016 61 mins
    IMCA® and CFP Board® CE credit eligible.

    Everyone makes active bets on asset allocation. But few do it thoughtfully.

    Thousands of asset allocation methodologies are compatible with efficient markets. That’s why advisors need to understand the implicit “bets” they place when constructing portfolios.

    The first webinar in our four-part series covered the role of asset allocation versus security selection in achieving clients’ long-term objectives and introduced the only portfolio that makes no active bets — the Global Market Portfolio (GMP).

    In this webinar, Adam will explore a variety of methods for constructing portfolios that deviate from passive GMP weights while expressing specific market assumptions. During this session you will learn:

    •The basic relationships between risk and excess returns;
    •Different ways to optimize diversification;
    •How to estimate risk and correlation in the portfolio-construction process; and
    •How the markets have historically priced different measures of risk and dynamic versus static portfolio assumptions.

    Adam will answer attendees’ questions during the webinar and will be available to continue the discussion on APViewpoint.

    Future webinars will explore the advantages of risk parity and introduce more active multi-asset "factor" strategies like Adaptive Asset Allocation.

    The CFP Board has accepted this program for 1 hour of CE credit towards the CFP® certification. In addition, IMCA has accepted this program for 1 hour of CE credit towards the CIMA®, CIMC® and CPWA® certifications. If you provide the required information during the webinar registration process and stay for the entire session we can report your attendance to these organizations.
  • Exposing the "Active Risks" of Passive Portfolios Exposing the "Active Risks" of Passive Portfolios Presenter: Adam Butler, CFA, CAIA Recorded: Jun 30 2016 62 mins
    Many top minds in finance have shown that asset allocation is the primary determinant of long-term investment results. Others trumpet the virtues of passive management. Yet, many investors—and advisors—end up making unintended active bets in asset allocation—even when they think they’re investing passively.

    In this first part of a four-part webinar series, Adam Butler outlines a logical framework for asset allocation that is consistent with the most basic principles of finance. During this session, you will learn:

    •Why most investors’ asset allocation strategies inadvertently take an extremely active stance;
    •Why supposedly passive domestic 60/40 portfolios carry the highest risk of expressing surprisingly active views;
    •How one unique global asset allocation strategy allows advisors and investors to truly invest passively; and
    •How advisors can implement this strategy for their clients using cost-effective ETFs.

    Future webinars will explore the advantages of risk parity, and introduce more active multi-asset "factor" strategies like Adaptive Asset Allocation.

    Adam will answer attendees’ questions during the webinar and will be available to continue the discussion on APViewpoint.

    The CFP Board has accepted this program for 1 hour of CE credit towards the CFP® certification. In addition, IMCA has accepted this program for 1 hour of CE credit towards the CIMA®, CIMC® and CPWA® certifications. If you provide the required information during the webinar registration process and stay for the entire session we can report your attendance to these organizations.
  • What Every Advisor Should Know About Bonds What Every Advisor Should Know About Bonds Brian Battle Recorded: Jun 16 2016 62 mins
    IMCA® and CFP Board® CE approval pending.

    With interest rates still near all-time lows, making the right decisions for your clients’ bond holdings has never been more critical. Join Brian Battle for an eye-opening discussion of fixed-income allocations that seek to avoid exposing your clients to excessive risk. You will learn:

    •Why nobody can reliably predict future interest rates;
    •Key bond principles and their potential impact on your clients’ portfolios; and
    •How to use bond math and logic, rather than intuition, to make more effective fixed income decisions.

    Brian will answer attendees’ questions during the webinar and will be available to continue the discussion on APViewpoint.

    The CFP Board® has accepted this program for one hour of CE credit towards the CFP® certification. In addition, IMCA® has accepted this program for one hour of CE credit towards the CIMA®, CIMC® and CPWA® certifications. If you provide the required information during the webinar registration process and stay for the entire session we can report your attendance to these organizations.
  • No Portfolio is an Island No Portfolio is an Island David Blanchett Recorded: Jun 7 2016 61 mins
    CFP® and IMCA® CE credit-eligible.

    Advisors who focus solely on managing the risk and return aspects of investments have a limited view of their clients’ financial “big picture.” Investors are demanding a more integrated financial planning and portfolio optimization approach that encompasses analysis of their assets and liabilities, liability risk, tax concerns and time horizons.

    In this presentation, David Blanchett will show advisors how to achieve a more holistic approach to planning. You’ll learn:

    • How to integrate each client’s wealth elements, including investable assets, human capital, real estate and pensions, into your analysis;
    • How to calculate the impact of varying asset and liability risks;
    • How to build an efficient income portfolio that complements assets designed to generate total return;
    • How to incorporate each client’s unique tax concerns into asset allocation and manager selection processes; and
    • Why longer investment durations don’t always mandate higher risk tolerance.

    David will answer attendees’ questions during the webinar and will be available to continue the discussion on APViewpoint.

    The CFP Board® has accepted this program for one hour of CE credit towards the CFP® certification. In addition, IMCA® has accepted this program for one hour of CE credit towards the CIMA®, CIMC® and CPWA® certifications. If you provide the required information during the webinar registration process and stay for the entire session we can report your attendance to these organizations.

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