mallowstreet University Dinner: Global Risk Premia

Historically, risk-free interest has accounted for a significant part of investors' total returns. Exposure to risk premia (betas) and the attainment of alpha has played a secondary role. Today however, low or even no yields mean risk-free investing doesn’t generate the same level of returns. Alpha is not scalable, and fluctuates. Investors must increase the level of risk in their portfolios in order to close the yield gap.

The big problem for traditional investor portfolios is insufficient diversification of risk. Interest rate and equity risk account for the greater share of a portfolio, resulting in high systemic and/or cluster risk. A diverse portfolio of lowly correlated global risk premia across equity, fixed income and alternatives, with exposure to smart beta premia (value, size, momentum) offers a solution for investors. Such a portfolio provides consistent returns independent of the market environment. We will look at how this can be achieved.

This is an exclusive event for trustees, and is eligible for CPD credits.

Speakers

Ulrich Koall
Ulrich Koall, CFA - Managing Director, Sales and Client Service International Ulrich is a managing director of Quoniam Asset Management and leads our International Sales & Client Service team, based in London. Before joining Quoniam in 2006, he headed the Client Service and Business Development team at Fischer Francis Trees & Watts, where he established the fixed income business in Europe and the Middle East. Ulrich began his career in bond portfolio management at Paribas Asset Management in Paris and London. He studied business administration at the WHU Otto Beisheim School of Management in Vallendar.
Thomas Kieselstein
CIO, Managing Partner, Quoniam
Thomas is Co-founder and Chief Investment Officer of Quoniam Asset Management. As CIO, he oversees Quoniam’s Equity, Fixed Income and Multi-Asset investment teams. Prior to Quoniam, Thomas Kieselstein worked for DZ Bank and Dresdner Bank Investment Group. He has been developing quantitative investment processes for multi-factor equity strategies since 1994. Thomas obtained his MSc. in Engineering from the University of Karlsruhe.

Program

6:30 PM mallowstreet University Dinner

Quonium: Global Risk Premia
9:00 PM End

mallowstreet University Dinner: Global Risk Premia

Speakers

Program

6:30 PM mallowstreet University Dinner

9:00 PM End