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Workshop on Asset Allocation / Portfolio Construction AMSTERDAM

Event Description

Join CFA Sociey VBA Netherlands and experts from CME Group for an in-depth workshop on: 

Asset Allocation at the tail end of an Equity Cycle

Prepari​ng for the Next Crisis​

Although many people in the financial markets will agree that we are getting close to overheating of the economy, there is little we can do to position ourselves for an economic downturn. All asset classes seem overvalued and navigating these times of high volatility and low rates can be challenging. 

Risk and return are the basis of portfolio construction as is the macroeconomic outlook. How do investment managers view the role of equity derivatives in a portfolio? ​

Erik Norland, Senior Economist at CME Group, will share his views on the economic cycle and the impact on portfolio constructionErik has some interesting insights on how to position a portfolio and efficiently and effectively add and reduce market exposure to cope better with the current phase on the economic cycle. 

David Gibbs will then introduce several case studies, presenting a variety of strategies and practical applications, and show us how investors can cost efficiently replicate these in their current strategies. For instance, in these times of very low interest rates and expected returns, every basis point of return counts. By more effectively managing and maximizing the alpha potential of your portfolio and cost efficiently allocating to beta exposure using futures you can add a low risk income stream to your portfolio. Or, not knowing whether the equity markets will rise or fall in this phase of the economic cycle, add equity neutral positions by trading the index spreads. These and more case studies will certainly inspire you and give you interesting ideas for your portfolio.

Questions answered during this workshop include:

• Is the equity bull market about to end?  What are the warning signs?
• Which asset classes do best in rising volatility environments?
• Are high yield bonds the worst possible investment as we move towards the 2020s?
• What are the economic drivers of equity market sectors?
• How to efficiently deploy E-mini S&P Select Sector Futures for capital efficient rotation strategies?
• Are you preparing for a potential recession? Which uncorrelated products & asset classes can be used by institutional investors?


16:45 Registration
17:00 Macroeconomics, Monetary Policy and Pension Investments, by Erik Norland
17:45 Case studies and practical applications, by David Gibbs
18:30 Networking Drinks
19:30 End of Program


Register here


Can't make the session in Amsterdam?  Join us on the afternoon of 21 May in ROTTERDAM for the same program, from 11:45 to 14:30.​



Erik Norland, CFA is Executive Director and Senior Economist of CME Group. He is responsible for generating economic analysis on global financial markets by identifying emerging trends, evaluating economic factors and forecasting their impact upon those who trade in its various markets. He is also one of CME Group’s spokespeople on global economic, financial and geopolitical conditions. Prior to joining CME Group, Norland gained more than 15 years of experience in the financial services industry working for investment banks and hedge funds both in the United States and in France working for hedge funds and investment banks. Norland holds a bachelor’s degree in economics and political science from St. Mary’s College of Maryland and an statistics from Columbia University. He is also a CFA Charterholder.


David Gibbs, Director of Market Development and Education at CME Group, is a futures market professional with more than thirty-five years of industry experience. Beginning in the open-outcry pits of the Chicago futures exchanges, he has held leadership positions with global futures commission merchants and actively traded financial futures, options and cash-market products for both buy-side and sell-side firms. He is an expert in the pricing mechanism for derivatives, including financial futures and their underlying products. Leveraging that expertise, David also is a noted teacher of the application of futures and options and how they are used successfully by professional traders and managers of risk in today’s increasingly unpredictable economic and geopolitical environment. As a leader in developing product content at CME Group, David engages end-users of derivative products from asset management, hedge fund, prop trading, and banking communities around the world.​

 Sponsored by CMEGROUP_3D_K_JPG (2).jpg

If you are willing to be contacted by CME Group for further information, please send an email to​

Event Type

Society; Educational

Education Topic

Economics; Equity Investments; Portfolio Management

Start Time

21-5-2019 16:45

End Time

21-5-2019 18:30





Event Country


Event Region


Location Info

De Nieuwe Poort​​
Claude Debussylaan 2
1082 MD Amsterdam​


Erik Norland, Executive Director, Senior Economist;  David Gibbs, Director, CME Group Educator

CE Credits


SER Credit




Member Price


Non-Member Price

Partners EUR 25; All others EUR 50

Candidate Price



Register here​​​


All Day Event





Content Type: MyCFA Custom Calendar
Created at 27-3-2019 12:50 by
Last modified at 23-5-2019 08:02 by