BROADCASTS.com

Today, we are joined by Jason Morrow, Deputy CIO at Utah Retirement Systems, for a conversation on how portfolio management is carried out at a large pension fund. We discuss how Morrow approaches the objective and constraints of URS\u2019s portfolio and the realized volatility over time, how they manage the challenges of an inflationary environment and balance their portfolio to mitigate risk, how they find the right mix of public and private equities and their approach to absolute return strategies. We also address the process of assembling a team of managers and evaluating quant strategies, how to mitigate behavioural biases when selecting manager, cultivating talent as a CIO and much more.

-----

EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder Tool

-----

Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.

IT\u2019s TRUE ? \u2013 most CIO\u2019s read 50+ books each year \u2013 get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.

And you can get a free copy of my latest book \u201cTen Reasons to Add Trend Following to Your Portfolio\u201d here.

Learn more about the Trend Barometer here.

Send your questions to info@toptradersunplugged.com

And please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.

Follow Alan on Twitter.

Follow Jason on LinkedIn\ufeff\ufeff.

Episode TimeStamps:

00:00 - Intro

03:35 - Introduction to Jason Morrow

08:02 - Investment objective and constraints of URS\u2019s portfolio

13:21 - How does inflation affect URS's portfolio?

20:27 - Building and balancing the portfolio

24:29 - Public vs. private equities

31:22 - Using multiple asset allocating strategies

38:06 - Their approach to selecting managers

41:15 - Evaluating quant strategies

45:51 - Behavioural biases in manager selection

50:27 - Return expectations setting for alts

55:42 - Mastering the role as...