September 26 - September 27, 2018
From Theory to Practice: Multi-Asset Portfolio Construction and Analytics
You’re invited to a breakfast seminar hosted by Axioma, a leader in quantitative portfolio construction and risk management. This half-day seminar will take place in San Francisco on September 26 and Los Angeles on September 27.
Luca Bosatta and Bill Morokoff, Managing Directors in Axioma’s Research group, will present the latest work on some of the most challenging problems facing fixed-income portfolio and risk managers. Luca will discuss research on building robust fixed-income issuer spread curves and a new fixed-income risk model. Bill will describe how this new model can be applied to portfolio optimization and construction of fixed-income factor portfolios.
Ian Lumb, Global Head of Risk Solutions, will offer insight on the changing landscape in portfolio analytics, and how the one-size-fits-all risk platform is a thing of the past. Topics include applications of cloud computing; timely analytics; tailored use of APIs and visualization tools for multi-asset risk and analytics use cases.