The LQG is very pleased that Otto Van Hemert, Head of Macro Research at Man AHL will deliver the inaugural LQG ENCORE seminar of 2020 – The Best of Strategies for the Worst of Times: Can Portfolios be Crisis Proofed?
In this inaugural seminar of the 2020 London Quant Group seminar series Otto will discuss the vexed question of how to defend portfolios when “the worst of times” unexpectedly strike… yet again!
The Best of Strategies for the Worst of Times: Can Portfolios be Crisis Proofed? – to be published in the JPM and available to download from SSRN – reviews several apparently appealing strategies and diligently assesses both their effectiveness and their likely real costs.
This event is generously hosted by BlackRock.
Otto van Hemert
Otto is head of Macro Research at Man AHL. Prior to joining Man AHL in 2015, Otto ran a systematic global macro fund at IMC for over three years. Before that he headed Fixed Income Arbitrage, Credit, and Volatility strategies at AQR, and was on the Finance Faculty at the New York University Stern School of Business where he published papers in leading academic finance journals. Otto holds a PhD in Economics and Masters Degrees in Mathematics and Economics.