Mario Lavallée

Professor of Finance and CIO of the Student Investment Fund

Mr. Lavallée is a professor of finance at Université de Sherbrooke at graduate and undergraduate levels. He supervises the Student Investment Fund which he helped create in 2013. He works part time as director of research at AlphaFixe Capital a fixed income management firm based in Montreal. He earned a Ph. D. from the Stern School of Business at New York University and a Master Degree from Université de Sherbrooke. He also earned the CFA designation. During is career he was a senior vice‐president at Aon Hewitt and a professor at both HEC Montréal and Université du Québec à Montréal. Mr. Lavallée works with many pension plans investment committee. He participated in many professional and educational conferences in Canada and abroad. For four years, he was vice president of depositors management at Caisse de dépôt et placement du Québec. He also had his own consulting and portfolio management firm (Finlab) for seven years.

All Sessions by Mario Lavallée

See Full Agenda

Day 1: Oct 13, 2021

Day 2: Oct 14, 2021

2:00 pm

2:00 pm


Rebalance Your Portfolio for Maximum Profit in a Volatile Market

While most organizations possess dynamic portfolio strategies, not all are weighted to optimize the current market conditions. Assess the likely market winners and losers over the short and long term to realize where the greatest opportunities will lie. Discover how to:

  • Find the optimal risk adjusted portfolio for your organization
  • Minimize Conditional Value-at-Risk to optimize your portfolio’s safety
  • Find the portfolio mix that maximizes returns without jeopardizing your ESG mandate

Optimize current market conditions with a risk adjusted portfolio.