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MSCI Lunch Seminar: Factor Based Allocation and Multi-asset Class Risk Management

Factors are changing the way investors think about asset allocation. Join us for a session on February 6 in Bangkok where our research expert and analytics consultant, together with the industry experts, will examine how investors are looking at multi asset class portfolios and the benefits of following a factor approach. In addition, we will look at how investors use scenario analysis to build more resilient portfolios, incorporate Private Asset to improve risk adjusted returns and we will examine the latest trends in multi asset class portfolios in Thailand.

Agenda topics

- What does Factor based asset allocation bring on top of traditional asset allocation? 

- How can scenario analysis help to build more resilient portfolios?

- What are the latest trends in Multi Asset Class products in Thailand?

- What is the best way to incorporate private asset to aim for the better risk adjusted returns?

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February 6, 2020

Bangkok, Thailand


12:00 p.m. - 2:00 p.m.


W Hotel
106 North Sathorn Road
Silom, Bangrak
Bangkok 10500 Thailand


February 6, 2020
11:30 a.m.

Registration starts

12:00 p.m.

Presentation on Multi Asset Class and Factor based allocation


Oleg Ruban, Executive Director and Head of Analytics Applied Research, APAC, MSCI

Audrey Choi, Executive Director, Analytics Consulting, MSCI

1:00 p.m.

Panel Discussion

Moderator: Valentin Laiseca, Executive Director, Client Coverage, MSCI


Man Juttijudata, Chief Risk Officer, Government Pension Fund

Thanavut Pornrojnangkool, Chief Investment Officer, Bangkok Capital Asset Management

Oleg Ruban, Executive Director and Head of Analytics Applied Research, APAC, MSCI

2:00 p.m.

Event concludes

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Event Speakers

Audrey Choi

Executive Director, Analytics Consulting | MSCI

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Man Juttijudata

Chief Risk Officer | Government Pension Fund

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Valentin Laiseca

Executive Director, Client Coverage | MSCI

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Thanavut Pornrojnangkool

Chief Investment Officer | Bangkok Capital Asset Management

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Oleg Ruban

Executive Director and Head of Analytics Applied Research, APAC | MSCI

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