| Starts: | Tuesday November 10, 2009 at 8:00am |
|---|---|
| Ends: | Tuesday November 10, 2009 at 11:00am |
| Event Type: | Conference |
| Region: | London, United Kingdom |
| Location: |
Andaz Hotel Liverpool Street London, GREATER LONDON EC2M 7 GB |
| Price: | |
| Website: | http://www.axiomainc.com/seminars |
| Industry: | |
| Keywords: | Axioma, Risk Models, Alpha Factor, Fundamental Factor Models, Statistical Factor Models, Portfolio Optimization, Quantitative Research, Quantitative Strategy, Risk Management, Portfolio Construction, Optimization, Quantitative Finance |
| Intended For: | Chief Investment Officers, Chief Risk Officers, Equity Portfolio Managers, Quantitative analysts, Performance Analyst, Portfolio Analysts, Hedge Fund Managers, Pension Fund Managers, Investment Consultants, Financial Journalists, CEOs of Investment firms, |
| Organization: | Pension Funds, Asset Management Firms, Investment Banks, Hedge Funds |
Topic: Using Multiple Risk Models for Superior Portfolio Management.
Axioma's research team will discuss the advantages to using multiple risk models and best practices for handling risk model/alpha interaction in portfolio construction.
Please join us to learn:
* Why risk managers should use multiple risk models
* Why different risk models perform differently in optimization
* Whether alignment between alpha factors and risk factors improves IR
* How the Axioma Alpha Factor™ methodology affects factor alignment and IR