Description: This session will serve as a guide on how to implement a factor-based optimization in the Strategic Asset Allocation process. The session will review a factor-based investing approach and cover the top-down macroeconomic drivers of risk and return for various asset classes. We will then illustrate implementation of this investing approach and determination of an optimal Strategic Asset Allocation through a pension fund case study. There will be an interactive element to the session as the factor sensitivities of various portfolios can be examined in real-time.

Description: This report describes trends in asset allocation of major life insurers across eight Asian markets.

Description: The Society of Actuaries' Committee on Finance Research (CFR) is seeking proposals for research projects that will produce information, data, theoretical models and/or empirical tools useful to actuaries practicing in investment and other finance-related areas.