The Self-Driving Portfolio: Can AI Agents Run Strategic Asset Allocation?
Most asset managers now use AI somewhere in the investment process. Very few let it make decisions: Mercer's May 2026 survey of 131 managers puts the figures at 55% and 5%.
The Self-Driving Portfolio tests a design in between. AI agents do the analysis. Humans set the policy and review the outcome. In this live session, Andrew Ang walks through how the system works and what it means for the people who run institutional portfolios.
What we'll cover
• How 44 specialized agents build capital market assumptions
• How 21 competing methods produce candidate portfolios, and how agents critique and vote on them
• How a meta-agent checks past forecasts against outcomes and improves the system
• Where the human sits: the Investment Policy Statement as rulebook, the investment committee as reviewer
• Live Q&A
Who it's for
CIOs, heads of asset allocation, investment committee members and multi-asset portfolio managers at pensions, sovereign wealth funds, endowments, foundations and insurers. Consultants and researchers are welcome.
Speaker
Andrew Ang, Co-founder and Chief Investment Officer, Altbridge. Formerly Ann F. Kaplan Professor of Business at Columbia University and Head of Factors, Sustainable and Solutions at BlackRock. Author of Asset Management: A Systematic Approach to Factor Investing (Oxford University Press, 2014).
Format
45 minutes on Zoom: a 30-minute presentation followed by 15 minutes of Q&A. Everyone who registers receives the recording and slides afterwards.
Read ahead
Ang, Azimbayev and Kim (2026). The Self-Driving Portfolio: Agentic Architecture for Institutional Asset Management. https://arxiv.org/abs/2604.02279