Windham Webinar Series

Windham Software Overview – Tuesday, March 28th – Registration Open!

We are offering an opportunity to get a sneak peek into our premier software, the Windham Portfolio Advisor, and invite you to join us! The Windham Portfolio Advisor is a complete portfolio optimization and risk management platform that integrates acclaimed independent research in a unified suite of applications for institutions and wealth advisors. SAVE MY SEAT

Past Webinars

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   ABOUT THE SPEAKERS [...]

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 CHECK [...]

Portfolio Construction and Evaluation

December 13th, 2016|Tags: |

Explore strategies for developing and managing sound asset allocation policies designed to meet specific investment objectives. In this 30 minute webinar, Windham Senior Client Consultant Jon Kazarian discussed methods and best practices for the portfolio construction and evaluation process. The webinar covered risk and return estimation, mean-variance optimization as well as techniques for analyzing exposure to loss and wealth potential. Webinar Highlights • Explore portfolio construction and evaluation methods and best practices • Estimate risk [...]

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 [...]

Stress Testing Portfolios

August 24th, 2015|Tags: |

This webinar explored the reasons for making stress testing an integral part of the asset allocation process and provide an overview of methods and best practices. The webinar covered several different stress testing scenarios, including regime shift, macro-economic variable impact, and event analysis. You can find the recording here: View Recording:  Session 1: 10:00 AM ET View Recording:  Session 2: 2:00 PM ET Webinar Highlights • Review the benefits of stress testing portfolios • Explore methods and [...]

Realistic Measures of Portfolio Risk: Implications of Asset Class Trend

July 14th, 2015|Tags: |

Typical measures of portfolio risk fail to account for the realities of the financial markets. In this webinar, we explore several measures of portfolio risk that can provide more robust estimates of potential portfolio losses. We review how incorporating an understanding of financial market turbulence and within-horizon exposure to loss leads to more realistic measures of risk. We also present new research that explores how asset class return trends lead to much higher tail risk [...]