February 7, 2018
New Techniques in Portfolio Management- Boston, MA
Location: The Langham, Boston | 250 Franklin St, Boston, MA 02110
Axioma’s Dieter Vandenbussche, Head of Equity Research, demonstrated techniques that can quantify risk exposure to macro-economic variables. He specified the benefits of using a well-understood pricing model and the need for having a flexible mechanism that allows for a deeper understanding of the implications of history analysis, alternative views on pricing models, and the ability to introduce economic expectations to override historical analysis.
Axioma's Melissa R. Brown, Head of Applied Research, presented on how stress tests can better prepare you for market events. She shared best practices for testing quantitatively-driven portfolios to see where they may have vulnerabilities to big moves in selected risk factors and how they would have been affected by major market events.
View both presentation slides here.