October 24, 2018
CFA Webinar | Political uncertainty, asset class correlations and portfolio risk
2018 has so far been characterised by an alternation of different risk environments, as trade war fears took turns with inflation concerns and political uncertainty in Europe. Each of these came with its own distinct pattern of market movements and multi-asset class correlations, which, in turn, had varying effects on portfolio volatility and diversification.
In this webinar, Axioma’s Christoph Schon, CFA, CIPM, will examine the major drivers of portfolio risk and their interactions over time from a European perspective. He will also provide examples of how to stress-test some of the different scenarios.