The Private Nordic Risk Premia Roundtable

At a private meeting over the summer, alternative risk premia experts in the Nordic region came together at the Hotel Diplomat in Stockholm to talk about everything from the challenges around capacity and factor timing to assessing whether there is value in machine learning in risk premia. The conversation also dived into the question: Does ARP need a benchmark? The participants were Georgia Reynolds, EQDerivatives (Moderator), Christian Kjaer, ATP, Tom Olsson, Monyx, Carl Fredrik Pollack, AP7, Guillaume Arnaud, Société Générale, Fredrik Slyta, Société Générale, Fredrik Giertz, AP3, Tomas Franzen, Franzen Advisory, Karsten Sloth, Jyske Capital and Kari Vatanen, Varma.