On April 15, we are honored to invite Wallace Yu — Senior Investment Manager at China Investment Corporation (CIC) — to share his deep experience and theoretical framework in asset allocation. Details below.
Topic: Theory and Practice of International Multi-Asset Allocation, including Risk Parity
Time: April 15, 7:15 pm – 9:00 pm
Abstract
Asset allocation is the central problem facing institutional investors. Different institutions seek allocation models suited to their unique characteristics. In this talk we analyze these different models, drawing out the inherent logic between an institution's profile and its allocation approach — particularly the institution types best suited to a Risk Parity model.
Registration link (please register so we can notify you of any changes):
Speaker Bio
Wallace Yu — Senior Investment Manager, China Investment Corporation (CIC); Beijing Youth Federation member; Hong Kong Government Financial Services Development Council advisor; HKU Asia Global Fellow (2018).
At CIC, Wallace leads the global multi-asset investment strategy team and manages a macro allocation portfolio. Before transferring to multi-asset, he served in CIC's Asset Allocation department where he helped build the firm's top-down allocation framework during its early years.
Before joining CIC in 2009, Wallace held investment research and proprietary trading roles at Morgan Stanley and Deutsche Bank in London, and at Citadel (a U.S. hedge fund) in Hong Kong. He earned an MSc with distinction in Mathematical Finance from Imperial College London (Chevening Scholar of the UK Foreign and Commonwealth Office), with undergraduate studies in actuarial science at HKU and the University of Toronto. He holds the CFA and FRM designations and completed an executive program at Peking University Guanghua School of Management. He is a director of the Hong Kong Professionals (Beijing) Association, an academic advisor to China Insurance News' Asset Management Weekly, and a director of the One Country, Two Systems Youth Forum.
He is a co-author of Frontier of Asset Management — Risk Parity Quantitative Investing (2018, CITIC Publishing Group), endorsed by ten-plus senior experts and notable figures including Ba Shusong, Chen Zhiwu, Gao Xiqing, and Zhu Xiaohuang.
Welcome to register!
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