Europe EQD: Risk Premia Allocators Talk Obstacles And Opportunities

A panel of risk premia allocators discussed insurance-like strategies in risk premia portfolios, performance, diversification and more at the fourth annual Europe EQD at the Hotel Arts in Barcelona on Tuesday, Jan. 28. The panelists were Jaime Martínez Gómez, global head of asset allocation at BBVA, Dmytro Sheludchenko, quantitative analyst and portfolio manager at AP1 and Kari Vatanen, the former head of cross assets and allocation at Varma. The conversation was moderated by Sean Flanagan, global co-head of quantitative investment strategies at Morgan Stanley.