Windham Webinar Series

Webinars 2017-12-13T10:59:59+00:00

Windham Portfolio Advisor Overview – Thursday, March 8th – Registration Open!

Join us this Thursday, March 8th at 1pm EST for an overview of Windham Labs' portfolio optimization and risk management platform, the Windham Portfolio Advisor (WPA). The WPA Integrates acclaimed independent research in a unified suite of applications for institutions and wealth advisors. As always, if this time does not fit your schedule, or if you'd like a one-on-one demonstration of the software, feel free to reach out to us via the Contact Us [...]

Past Webinars

Measuring Downside Risk in 2018

January 24th, 2018|

Measuring Downside Risk in 2018 Wednesday, March 7 at 1PM EST Using recent historical returns to estimate risk and correlations may significantly underestimate realized portfolio losses. In this webinar, we will demonstrate risk management techniques that consider maximum drawdowns using sub-samples of historical returns that are better at characterizing periods in which losses occur. By implementing this approach you can provide your clients with more realistic measures of risk than conventional methods that failed [...]

Asset Allocation for Specific Client Goals

January 18th, 2018|Tags: |

Asset Allocation for Specific Client Goals On Wednesday, January 24th 2018, we hosted Senior Client Consultant Jon Kazarian for a discussion on how to tailor portfolios to meet unique investment goals. Jon explored strategies for developing and managing sound asset allocation policies designed to meet specific investment objectives. This session included a  review of methods and best practices for the portfolio construction and evaluation process. We also covered risk and return estimation, mean-variance optimization [...]

Asset Allocation in Taxable Portfolios

September 7th, 2017|Tags: |

On Tuesday, September 26th, we hosted Lucas Turton for a presentation on asset allocation in taxable portfolios. In this webinar, we discussed asset allocation and investment choices for taxable investors, including: How to estimate future value of a portfolio by considering assets on an after-tax basis Asset allocation and location for optimal tax efficiency Best practices for tax-loss harvesting and navigating the wash-sale rule ACCESS THE PRESENTATION DECK ON SLIDESHARE   DOWNLOAD RECORDING [...]

Goals-based Planning Under the New DOL Rule

June 13th, 2017|Tags: |

On Tuesday, June 13th, we heard from Private Wealth Advisor Scot Wilks on how the implementation of the new DOL rule impacts advisors and clients alike. Scot focuses on goals-based planning as well as best practices for communicating with clients about these complex issues. Webinar Highlights: Goals-based vs. cash-flow based planning Major trends in the wealth management landscape Overview of the DOL Rule Benefits of a goals-based wealth management framework RECORDING AVAILABLE   [...]

Portfolio Construction and Evaluation

April 10th, 2017|Tags: |

In this webinar, Windham Senior Client Consultant Jon Kazarian explored methods and best practices for the portfolio construction and evaluation process. Jon discussed risk and return estimation, mean-variance optimization, as well as techniques for analyzing exposure to loss and wealth potential. Portfolio Construction and Evaluation RECORDING AVAILABLE View the Presentation on SlideShare Webinar Highlights • Explore portfolio construction and evaluation methods and best practices • Estimate risk and return [...]

Diversifying Away Equity Exposure

March 14th, 2017|Tags: |

On 3/14/2017, we hosted a webinar featuring Robert Bernstein and Andrew Weisman. Rob and Andy discussed trends in portfolio construction and risk management. Webinar Highlights: Trends from sophisticated investors surrounding portfolio construction Investigating strategies for reducing equity exposure Understanding true levels of diversification in a portfolio Intended and unintended exposures Different types of risk mitigating strategies RECORDING AVAILABLE CHECK OUT THE DECK ON SLIDESHARE   [...]

Beyond the Equity Risk Premia

January 26th, 2017|Tags: |

On 1/26/2017, we hosted a webinar featuring Richard Lindsey, Managing Partner and Head of Liquid Alternative Strategies at Windham Capital Management. Rich discussed how to model portfolio returns, risk premia, and how to decompose portfolio risk. Webinar Highlights: Discussion of what risk premia are Constructing portfolios using risk premia Using risk premia to decompose a portfolio Expanding beyond just equity risk premia How to balance equity exposure with alternative risk premia RECORDING AVAILABLE [...]

Portfolio Simulation to Meet Client Goals

November 15th, 2016|Tags: |

Positioning your clients assets for optimal wealth, a future commitment, or retirement sustainability is a goal that leaves many advisors wishing they could predict the future. Quantitative tools such as portfolio simulation allow them to establish a target path and periodically review potential success, resulting in a better chance of achieving the clients' desired goals. In this webinar, Windham Senior Investment Associate Benjamin Eischen reviewed multiple types of portfolio simulation and how to apply them to determine [...]

Asset Allocation in a Low Interest Rate World

October 20th, 2016|Tags: |

This webinar has been recognized as a Top Finance Webinar of 2017 Constructing a well-diversified portfolio has become increasingly difficult in recent years. Central Banks around the world have influenced asset prices and driven down interest rates. The Capital Asset Pricing Model (CAPM), Modern Portfolio Theory (MPT), and global diversification have been under attack. The distortion in interest rates and the instability of risk have made generating model inputs challenging. In this webinar, Managing [...]

Rethinking Exposure to Loss

September 14th, 2016|Tags: |

Investors typically measure risk as the probability of a given loss or the amount that can be lost with a given probability at the end of their investment horizon, ignoring what might happen along the way. Moreover, they base these risk estimates on return histories that fail to distinguish between calm environments, when losses are unlikely, and turbulent environments, when losses are more likely to occur. In this webinar, Cel Kulasekaran discussed a unique approach to [...]