Tell me, what exactly is diversification and how do we evaluate it?

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Tell me, what exactly is diversification and how do we evaluate it?

Jean-Paul Jaegers discuss diversification and portfolio allocation strategies.

Thursday 3 November 2022

0:00 / 0:00

Podcast Description

QuantSpeak podcast host, Dan Tudball is joined by Jean-Paul Jaegers – former Head of Asset Allocation at Barclays. Jean-Paul discusses diversification measures, dimensions, the considerations to make when building portfolio allocations, and what led him to a career in quant finance.

Topics & Timestamps

[00:00 - 02:00] Guest Intro and Theme

[02:00 - 06:00] Market Regime, Volatility, Diversification vs. Optimization, Illusion of Understanding

[06:00 - 10:00] Efficient Frontier, Portfolio Concentration, Academic vs. Practical Diversification

[10:00 - 14:00] Diversification Dimensions, Risk Trade-Offs, Complexity, Curiosity

[14:00 - 19:00] Macro vs. Micro, Portfolio Construction, Measuring Diversification, Communication

[19:00 - 24:00] Client/Emotion, Holistic Assessment, Industry Practices, Clustering, Resampling

[24:00 - 30:00] Macro Modeling, Data Challenges, Career Path, Early Crisis Experience

[30:00 - 38:00] Learning from Crisis, Risk Management, Regulatory and Industry Changes

[38:00 - 44:00] Quant Career Advice, Continuous Learning, Communication Skills, & Wrap-Up.

Disclaimer

Podcasts are for informational purposes only and provided “as is” without any representation or warranty from Fitch Learning of any kind. Comments or statements expressed by speakers may not be those of the Fitch Learning. Fitch Learning is not providing advice or recommendations. Fitch Learning, its directors, officers, or employees do not accept any liability for any loss arising from the use of information.