Joost was panelist in the Multi-asset attribution panel of Fund Business’ 4th Risk & Performance summit. This summit was jointly held with their 7th Investment Data & Summit on August 18.
The Multi-asset class attribution: a deep dive panel discussed among others different approaches to multi-asset class attribution:
- Top-down or bottom-up?
- Does a Brinson-style attribution make sense?
- Decision process attribution and the incorporation of holistic investment decisions across a multi-asset class design
- Structuring by traditional asset class or by ‘betas’ (risks)?
- Measuring benefits of diversification
- Capturing unlisted assets as part of the process
- Incorporating different views and perspectives.
The other panelists were Andrew Harman (chair), Senior Portfolio Manager – Multi-Asset Solutions, of First Sentier Investors, and Victor Ng, Senior Analyst – Data & Reporting, of Aware Super.
Joost Meerwijk, CFA, Senior Consultant Ortec Finance Investment Performance, brings a huge amount of experience with new performance attribution client implementations to the panel. Since joining Ortec Finance in 2014 Joost worked with many international clients in the performance measurement and risk area.
The 4th Risk & Performance summit was held in the Fullerton Hotel in Sydney.
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