In this episode, we discuss:
- Ever-changing market correlations
- Strategic asset allocation
- Responding to interest rate changes
- Achieving utility maximisation
- Mean variance analysis
- Portfolio diversification
- Treasury bonds
- High performance teams
- Simplifying complexity
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00:00 - Intro
03:52 - Sebastien’s journey into the investment management industry
07:45 - How Sebastien’s book came about
09:39 - Current view on the markets
13:37 - How to position portfolios for the year ahead and beyond
18:41 - The current outlook for equities and the sectors within
19:43 - Investing in a rising interest rate environment
24:06 - Responding to unexpected regime shifts in the markets
27:04 - Approaches to strategic asset allocation
33:24 - Defining and achieving utility maximisation
37:48 - The merits and drawbacks of mean variance analysis
41:49 - Using scenario analysis
47:41 - Distributions during different market regimes
55:12 - How to properly diversify a portfolio
58:51 - The durability of treasury bonds
01:05:18 - Lessons from research on high performance individuals and teams
01:07:58 - Achieving a state of ‘flow’
01:10:58 - Simplifying complex financial topics