Challenges and Opportunities:

Diving Deeper into Alternative Risk Premia

Geneva

June 20th, 2019

 

Session 1:

ARP: Return Enhancer or Risk Transfer Instrument ? 

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Spyros MESOMERIS

Global Head of Quantitative and Global Solutions

Deutsche Bank

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Sandrine UNGARI

Head of Cross Asset

Quantitative Research

Société Générale

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Stephan KESSLER

Global-Co Head of Quantitative Investment Strategy Research

Morgan Stanley

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Nassim ENNSEIRI

Head of EMEA QIS

Client Solutions

Citi

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Alejandro BONILLA

Managing Director

LumRisk

MODERATOR

Nils TUCHSCHMID

Professor of Finance

School of Management Fribourg (HEG-FR)

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Boiken ALIMERKO

Investment strategy

& asset allocation

Fideuram Investimenti SGR, Intesa Group

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Thibault DUFOUR

Global Co-Head of Structuring - EQD and x-asset QIS

Credit Suisse

MASTER OF CEREMONIES

Emilie RAFFO

Crypto-Finance Consultant

and Public Speaker

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Session 2:

ARP - Institutional Panel

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Guido BOLLIGER

Co-Head of Quantitative Investment Solutions

SYZ Asset Management SA

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Sebastine GYGER

Head of Discretionary Portfolio Management,  Banque Pâris Betrand SA

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Valentin ROUTIER

Portfolio Manager

Swiss Life AM

Fredrik von AMELN

Portfolio Manager/Strategist

Publica

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Aurèle STORNO

CIO

LO Pension Fund

MODERATOR

Serge LEDERMAN

1959 Advisor

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Session 3:

ARP and Dynamic Allocation: Time or not to Time? 

Antti ILMANEN

Principal Global Head of Portfolio Solutions

AQR Capital Management

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Jérôme TEILETCHE

Head of Cross Asset Solution

Unigestion

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Julien TURC

Head of the QIS Lab

BNP Paribas

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Giulio ALFINITO

Head Of Dynamic Strategies Structuring EMEA

UBS

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Nick BALTAS

Head of R&D—Systematic Trading Strategies

Goldman Sachs

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Hitendra VARSANI

Factor Strategist

MSCI Inc

MODERATOR

Efi PYLARINOU

Fintech Advisor

cofounder of DailyFintech

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Session 4:

Machine Learning in Portfolio Management:

Will Machines Replace Humans? 

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Ekaterina SIROTYUK

Investment Manager

Credit Suisse

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Rado LIPUS

Founder CEO

Neudata

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Amit GOYAL

Professor

University of Lausanne

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Philippe ZIEGLER

Investment Manager

Systematica Investments

MODERATOR

Serge KASSIBRAKIS

Head of Quantitative AM

Swissquote Bank

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