New Approaches to Portfolio Construction and Risk Analysis

Boston | October 2, 2019, 8:30 AM - 12:30 PM
New Approaches to Portfolio Construction and Risk Analysis

Boston | October 2, 2019

Please join us for breakfast, lunch and cutting-edge research presentations in downtown Boston! Our leading researchers will share their recent findings and new solutions to enhance your investment process for equities, multi-asset class and fixed income.

We will discuss how factor portfolio construction impacts your risk/return profile and our new feature – Linked Models – that allow for a consistent view of risk analytics across sectors and regions from the front and middle offices. Lastly, we will present our next-generation risk framework powered by high-quality credit curves.






RSVP TODAY
Please join us for breakfast, lunch and cutting-edge research presentations in downtown Boston! Our leading researchers will share their recent findings and new solutions to enhance your investment process for equities, multi-asset class and fixed income.

We will discuss how factor portfolio construction impacts your risk/return profile and our new feature – Linked Models – that allow for a consistent view of risk analytics across sectors and regions from the front and middle offices. Lastly, we will present our next-generation risk framework powered by high-quality credit curves.

Please find our agenda for the morning below.



Event Agenda
October 2, 2019 | 8:30 AM - 12:30 PM
Location: Convene | 201 Washington St, Boston, MA 02108, USA

8:30 AM   | Registration & Breakfast 

9:00 AM   |
What Exactly is a Factor? How Factor Portfolio Construction Impacts Exposures, Returns & Attribution

Luca_Bosatta.pngEsther Mezey
Research Director
Axioma
 
9:45 AM   |
Finding the Missing Link: Combining Factor Fundamental Models for a Clear View of Risk  

Dieter Vandenbussche
Head of Equity Research
Axioma

10:30 AM   | Break

 
10:45 AM   | A New Data-Driven Fixed-Income Risk Framework: A Granular Approach to Risk Modeling Based on High-Quality Credit Curves

Luca_Bosatta.pngDavid Antonio
Research Director
Axioma

11:30 AM | Lunch



Event