Heather Young

Ibbotson Associates Advisors specializes in asset allocation investment strategies. The firm employs a top-down, research-based investment approach. This approach begins with the development of asset class models and then integrates quantitative and qualitative analyses to screen for appropriate investments. Ibbotson has extensive experience in forecasting and the use of mean-variance optimization and multi-scenario sensitivity analysis to construct portfolios. Ibbotson relies on the principles of modern portfolio theory to develop model portfolios. They first forecast the long-term returns and volatility of each asset class. Then they apply mean-variance optimization, resampling and multi-scenario sensitivity analysis to develop asset class models with the appropriate expected levels of risk and return. Finally, investment managers are analyzed and selected to populate the asset class models. Ibbotson Associates regularly reviews the status of the investments within a portfolio to ensure that the asset allocations remain in balance. They look for style drift and performance that is not meeting expectations.

Functions as a College/University