Risk series - breakfast event: Where do practitioners go wrong in estimating risk?
Fri 06 Sep 19 at TBC,

Robert Macrae, CFA, will discuss three areas in which practitioners often go wrong in estimating risk: the tails; optimised portfolios; and trade portfolios. 

You will be encouraged to get involved and help him tackle:

  • Can we objectively estimate risk in the tails, where data is scarce, or is a subjective element unavoidable? 
  • How should risk estimation change when we have to deal with optimised portfolios?
  • Can long-only managers always rely on the long-only constraint to regularise portfolio construction?

Tea, coffee and pastries will be available during the registration period.

Please note if you require special assistance or have specific access requirements, please contact the events team at events@cfauk.org

This event is part of CFA UK’s Risk Series. The other events in the series are:

Speakers
Robert Macrae
Research Associate, LSE Systemic Risk Centre


Robert Macrae, CFA, has spent the last 25 years applying an engineering approach to problems in investment, finance and risk. After a hedge fund career he is now a Research Associate at the LSE Systemic Risk Centre with areas of interest spanning hedge funds, risk control, financial regulation and machine learning.

When and where?

Date
Friday 06 September 19

Time
Registration: 8:15
Event: 8:30 - 09:30

Location
TBC, ,
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Price
Member - £10
Non-member - £50
CPD

This is eligible for 1.00 CPD hour