Adding Convexity To Your Core Equity Portfolio

The world is crazy. How do you allocate portfolios? With equity valuations stretched, core fixed income yields near zero, and cross asset-class correlations increasing, traditional portfolio management and diversification methods are presenting investors and allocators with critical challenges. How do you keep portfolios exposed to risk assets while navigating these challenges? In this one hour webinar, Simplify Asset Management and ETF Trends introduce a brand new approach that simply and elegantly reenforces your core equity exposure.

October 9, 2020
11am PT | 2pm ET
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Topics will include:

  • How a robust options strategy can not only protect against volatile downturns, but profit from volatile upswings
  • Why simple is often better, but too simple can be a trap
  • Where traditional diversification falls short

NOT accepted for one hour of CFP/CIMA CE credit for live and on-demand attendees

CFA Institute members are encouraged to self-document their continuing professional development activities in their online CE tracker.


Paul Kim, CFA

CEO and Co-Founder
Simplify Asset Management

David Berns, PhD

CIO and Co-Founder
Simplify Asset Management

Corey Hoffstein

Co-Founder and Chief Investment Officer
Newfound Research

Dave Nadig

CIO, Director of Research
ETF Trends and ETF Database

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