Alternative Investments, Other Industry Event, Virtual Events & Programming

COVID-19’s Impact on Overlay Strategies

Wednesday, November 4 | 12:00 PM - 1:30 PM

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Cvent Transition Guide

Overview

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

Overlay strategies are investment strategies that use derivative instruments to gain portfolio exposures beyond those provided by the underlying physical investment portfolio. Such strategies can add alpha, but also value through the management and diversification of risk.

During this event, we will hear from a panel of industry experts on how overlay strategies have been impacted by the COVID-19 pandemic and what we may expect from such strategies going forward.

Agenda

12:00 PM | OPENING REMARKS

Philip Clements, CFA, Associate Director, Record Currency Management


12:05 PM | PANEL DISCUSSION

Moderator

Dr. Dmitri Tikhonov, CFA, MBA, Chief Investment Risk Officer, Record Currency Management

Panelists

William Emmett, Senior Vice President, Callan

Jiangning (Jen) M. Plett, CFA, CAIA, Investment Officer, Portfolio Risk and Research, Oregon State Treasury

Gino Reina, CFA, Portfolio Manager / Principal, SECOR Asset Management

There will be a 10 minute break from 12:35 – 12:45 PM


1:15 PM | Q&A


1:30 PM |  CLOSING REMARKS & ADJOURNMENT

Andrew Auslander, CFA, FRM, Managing Principal, Agile Financial LLC

Additional Details

Learning Outcomes

  • Improved understanding of the different aspects of portfolio risk
  • Increased knowledge of the data tools used to analyze portfolio risk
  • Understanding of innovative derivative solutions to solve and manage investment risk

Presented in Conjunction With: