Sean Gill, Planning Committee

Sean joined NEPC in March 2000, with his investment experience beginning in 1998. Sean oversees our alternative assets group and works with all aspects relating to the alternative asset investment class. He works with all types of clients in designing alternative asset class investment policy guidelines, portfolio structuring, plan implementation, manager selection, and performance measurement and monitoring. Sean is a member of the firm’s Alternative Asset Investment, Partners Research and Partners Executive Committees. Prior to joining NEPC, Sean worked as an associate at M.B.G.

Dynamic Strategies for Asset Allocation

As risky assets (e.g., stocks) fluctuate in value, the value of a portfolio containing them may change, as may their allocation relative to the safe assets (e.g., bills) within the portfolio. One must decide how to rebalance the portfolio in response to such changes. Dynamic strategies are explicit rules for doing so. Different strategies will produce different risk and return characteristics. Buy-and-hold strategies are "do nothing" strategies. They have a minimum return proportional to the amount allocated to bills and an upside proportional to the amount allocated to stocks.
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