Virtual Forum

Harvesting Risk Premia Using Indices - A Case Study In Partnership With S&P Dow Jones

September 17 2020, 11:00am – 12:00pm

Eastern Standard Time | Online

This is a private-event for asset allocators, asset managers and consultants only. To request an invitation, please contact Kathrine Fiksdal at

EQDerivatives’ latest virtual forum in partnership with S&P Dow Jones takes a comprehensive look at risk premia strategies, including index development and implementation, as well as how these strategies fit within a broader portfolio context.

Asset owners have long turned to risk premia strategies to access differentiated sources of returns beyond traditional asset class beta. Today, investors can utilize new index-based strategies that are fully investable and emphasize liquidity and transparency to achieve these objectives.

Hear from Mike Ruetz, deputy chief investment officer at Margaret A. Cargill Philanthropies, Jon Havice, president and chief investment officer at DGV solutions, and Rupert Watts, senior director of strategy and volatility indices at S&P Dow Jones Indices, as they dive into a detailed study of how to construct and implement risk premia solutions.