LatAm ARP 2019
São Paulo
Agenda
Select day:
Arrival Working Lunch
Welcome Remarks
Elinor Comlay, global managing editor, EQDerivatives & machineByte
Alternative Risk Premia: A Cost-Effective, Liquid Alternative
Peter Thompson, president, EQDerivatives
Scale, Liquidity & Diversification: Trends In Systematic Strategies
Tom Leake, partner, head of systematic trading strategies, Goldman Sachs
A Risk Factor Approach To Global And Local Markets
Ruy Ribeiro, head of alternative risk premia, Itaú Asset Management
An Approach To Tactical Asset Allocation Using Alternative Risk Premia Insights
Luiz Felix, senior portfolio manager, APG
Coffee Break
Applying Behavioral Economics To Asset Allocation
Jaime Martinez Gomez, global head of asset allocation, BBVA Asset Management
Tail Risk in the Cross Section of Alternative Risk Premia Strategies
Nick Baltas, head of R&D, systematic trading strategies, Goldman Sachs
Investor Perspectives – The Opportunity Set In Cross-Asset Alternative Risk Premia
Moderator: Philip Coureau, managing director, systematic trading strategies, Goldman Sachs
Panelists:
Luiz Felix, senior portfolio manager, APG Asset Management
Ruy Ribeiro, head of alternative risk premia, Itaú Asset Management
Forum Concludes
During the forum, you will hear presentations on the definition and evolution of alternative risk premia, how investors have gone about adopting frameworks then
allocating to the asset class, why alternative risk premia works in a modern portfolio context, as well as the challenges and opportunity set facing investors looking to diversify their portfolios.
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