Alternative Investments, Virtual Events & Programming

Analytics Tools for Managing Portfolio Risks

November 12, 2020 | 12:00 PM - 1:30 PM

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Cvent Transition Guide

Overview

Presented in conjunction with Professional Risk Managers’ International Association (PRMIA).

Combining meaningful information and insights into a portfolio investment process is a challenging task for any investor. A critical aspect to consider is the trade-off between and drivers of risk and return. Multi-asset class portfolios and/or illiquid assets further complicate this perspective. Fortunately, advances in academia and improvements in technology have provided a number of methods and tools to help investors visualize key information quickly, accurately and easily.

During this event, we will hear from leading industry and academic experts on the methods and tools available for managing portfolio risks.

Agenda

12:00 PM | OPENING REMARKS

Andrew Ausländer, CFA, FRM, Managing Principal, Agile Financial LLC.


12:05 PM | KEYNOTE SPEAKER, Q&A

Jake Dwyer, SVP, GM of Venn, Two Sigma


12:45 PM | BREAK


12:50 PM |  KEYNOTE SPEAKER, Q&A*

Petter Kolm, Director of the Mathematics in Finance Master’s Program and Clinical Professor, Courant Institute of Mathematical Sciences, New York University

*This section will not be recorded


1:30 PM | CLOSING REMARKS & ADJOURNMENT

Akash Kapur, Prime Brokerage Risk Manager, BNP Paribas

Additional Details

Learning Outcomes

  • Assess how various risk factors contribute to portfolio performance
  •  Increased knowledge of the statistical measures and tools available for managing portfolio risks, including stress testing and scenario analysis
  •  Approaches used to manage and optimize portfolio risk taking

Presented in Conjunction With: