Why Most Arguments For or Against Active and Passive Investment Management are Wrong 

Originally aired 10/17/13 

Seminar recording | Presentation materials

For many years there has been an ongoing debate as to whether passive or active investing yields the best net investment returns for investors. Proponents for either side are typically passionate that the rationale for their preferred approach is unconditional. This session will introduce evidence that both sides are wrong since very few things in life, including investment allocation approaches, are absolute and investors typically won’t experience the best outcomes with either a pure passive or active long-term approach. You will be provided with specific techniques to put a set of rules in place that will tell you how to allocate your clients’ portfolios at any given time between active and passive investments to potentially maximize your clients’ investment returns according to the desired level of downside risk. The allocation ideas that will be provided are not short-term trading strategies. These are allocation strategies intended for intermediate to long-term investors and can be implemented by firms that either construct their own portfolios or out-source investment management.


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