Joint Spring Seminar 2020Prize Winners
Leading academics and investors from around the globe will gather 29-31 March in Riga, Latvia to discuss themes such as asset pricing, financial policies, optimal dynamic asset allocation, passive-aggressive trading and commitment risk.
August 2007 was a memorable month for quant investors. Market disruption in sub-prime mortgages and investment-grade credits earlier in the year caused quant investors to sell off stocks with strong Value, Momentum and Quality factor exposures. This contributed to a “liquidity spiral” which was later dubbed the Quant Liquidity Crunch (“QLC”), an event which spurred a fundamental change in the way that quant managers viewed portfolio risk. The QLC underscored the importance of understanding and managing risks associated with liquidity and leverage.
Nearly 13 years later, quant investors continue to be weary of the next QLC. For this reason, Inquire Europe will host their Spring Seminar, “Liquidity Provision and Portfolio Construction” to highlight ground-breaking research and uncover new findings on risk management and alternative sources of risk and return.
For more information of the program click here.