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ALO02: Properly Diversifying a $1.6Trillion Portfolio ft. Sebastien Page
16th February 2022 • Top Traders Unplugged • Niels Kaastrup-Larsen
00:00:00 01:16:07

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Alan Dunne is joined today by Sebastien Page to discuss how price shocks affect correlations, approaches to strategic asset allocation, how to position portfolios for the years ahead, the current outlook for equities their various sectors, investing in a rising interest rate environment, responding to unexpected regime shifts in the markets, defining and achieving utility maximisation, the merits and drawbacks of mean variance analysis, how to properly diversify a portfolio, the durability of treasury bonds, lessons from research on high performance individuals and teams, achieving a state of ‘flow’, and how to simplify complex financial topics.


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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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Episode TimeStamps:

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


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