12 October 2017 – RiskLab Event: Seminar and drinks/finger food
Time 5:00pm (Pre-drinks and Food), 5:30pm (Seminar will start) Location: Data 61’s Demonstration Lab at 710 Collins Street, a short walk from Southern Cross Station
Seminar Title: Market Insights form the Risk Side of the Coin
In this talk, Olivier d’Assier, Managing Director of Applied Research for APAC at Axioma, will discuss the major drivers of the change in risk of global equity market with a particular focus on Australia. Looking at market events through the lens of a fundamental multi-factor risk model to attribute its returns to sources of systematic premia, he will provide a comprehensive picture of how the risk environment impacts investor portfolios. Key topics covered include market volatility, correlation, and factor returns. In the second part of the talk, Olivier will focus on Sector and Style (a.k.a. smart beta) strategies and how each can be analyzed for suitability and timing.