Windham Webinar Series

Webinars 2017-04-20T18:13:33+00:00

Past Webinars

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: |

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 Partner Lucas Turton discussed an approach to constructing portfolios in this "New World." Attendees [...]

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 [...]

The Divergence of High- and Low-Frequency Estimation

December 3rd, 2015|

Financial analysts typically estimate standard deviations and correlations from monthly or higher-frequency returns when determining the optimal composition of a portfolio. Although it is widely acknowledged that these measures are not necessarily stationary across samples, most analysts assume implicitly that, within sample, standard deviations scale with the square root of time and correlations estimated from high-frequency returns are similar to correlations estimated from low-frequency returns. Evidence does not support this view. Instead, evidence shows that [...]

Introduction to Full-Scale Optimization

September 30th, 2015|

Mean-Variance optimization was invented in 1952 by Markowitz and continues to prove very useful for constructing portfolios. Given the limitations in the computing power available at the time, Markowitz proposed several approximations to make the portfolio construction algorithm tractable. In this webinar we explore Full-Scale optimization which relaxes some of those approximations and instead relies upon sophisticated search algorithms to identify the optimal portfolio, given any set of return distributions and based on any description [...]