Tail Risk Management for Portfolios 2024 | Swiss Finance Institute | 4 June 2024 | TBA, Warwick, Geneva
Venue
TBA
TBA, Warwick, Geneva
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| Event Date |
Wed Jun 5 CEST (6 months ago)
In your timezone (EST): Tue Jun 4 6:00pm - Tue Jun 4 6:00pm |
| Location |
TBA
Warwick, Geneva |
| Region | EMEA |
Details
The recent succession of the Great Financial Crisis, the COVID-19 pandemic, and the war in Ukraine highlights the importance of tail risk for investment managers and the difficulty of predicting the frequency and magnitude of crises. How should investors structure their portfolios to reduce their exposure to outlier events? This SFI Master Class explores various approaches to measuring and hedging portfolio exposure to tail risk, with a focus on using derivatives.
Why you should attend:
• Understand the impact of tail risk on portfolio returns.
• Understand option-implied tail risk.
• Discuss how to manage tail risk in theory.
• Explore practitioners' perspectives on historical tail risk scenarios and their effects on investment performance.
• Identify how to manage tail risk in practice, including opportunities and pitfalls.
• Assess whether hedging tail risk is optimal.
Speakers
2024 Speakers
Pierre Collin-Dufresne
SFI Senior Chair, EPFL
Cyril Levy-Marchal
Independent Consultant, former Head of Asia Pacific Equity Trading, J.P. Morgan