Advancing Risk Models in Quant Equity Strategies
Genus - Axioma presentation
Genus Institutional Equity and Axioma shared their latest insights into quantitative equity strategies and the use of multiple risk models for superior risk management at a breakfast seminar in Vancouver.
Advancing Risk Models in Quant Equity Strategies
The presentation covers the following:
► Prepare managers' alpha for risk models
► Avoid alpha slippage
► Examine multi-case study of alpha design
► Analyze the benefits of using multiple risk models in portfolio construction
► Understand different sources of risk, gain better perspective on risk through multiple risk models
Presenters:
Robert Stubbs, PhD
Vice President of Research, Axioma, Inc.
Marcus Xu, CFA, M Sc, MA
Partner and Manager of Equity Operations, Genus Institutional Equity
Genus-Axioma Presentation
Insights into quantitative equity strategies and the use of multiple risk models for superior risk management. Read on...