Q-Group Sydney Event

Date: 
10 Oct 2017
Speaker: 

Olivier D'Assier

Location: 

City campus of Macquarie Applied Finance Centre
Room 2415, Level 24, 123 Pitt st, Sydney (Angel Place)

Q-Group Sydney Event

Tuesday 10th October
17:30 - 18:30
City campus of Macquarie Applied Finance Centre
Room 2415, Level 24, 123 Pitt st, Sydney (Angel Place)
Event type: Presentation followed by discussion

Speaker: Olivier D'Assier

Olivier D'Assier is Head of Applied Research for APAC at Axioma, and specialises in research on market and portfolio risk. In addition to a long career in quantitative finance, Olivier D'Assier is also a regular guest on business and financial news programs with CNBC and Bloomberg TV.

Topic: Market Insights from the Risk Side of the Coin

Abstract:Olivier will present research on the major drivers of the change in risk of global equity markets 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 analysed for suitability and timing.

As per usual, the event is free for all current members of Q-Group. Several of us will likely head out for a few drinks after the event and continue the discussion. For those who are interested, this should be a fun opportunity for networking and intermingling between finance academics, practitioners, and the public sector. If you can confirm attendance at this point, then please rsvp using the following link:

mailto:qrsvp@qgroup.org.au?subject=[SYDNEY]_I_am_coming_to_the_October_10_Axioma_event

We look forward to seeing you on the day.

Q-Group Committee

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