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2011 Diaman Quantitative Asset and Risk Management Workshop
Hear Steve Greiner, Director of Portfolio Risk Research at FactSet discuss balanced risk measures with quant and risk professionals in Milan.
Balanced Risk: Combining Equity and Fixed Income Jeopardy MeasuresSteve Greiner, Director of Portfolio Risk Research, FactSet
10:30 a.m. Tuesday, 8 February 2011
Day 2 of 2011 Diaman Quantitative Asset and Risk Management Workshop
Stelline Palace, Milan
Real risk, wrote Ben Graham, is measured not by price fluctuations but by a loss of quality and earnings power through economic or management changes. But volatility has been the proxy for risk for many years now, in spite of Graham's concerns. While we'll accept as fact these days that combining securities together in a portfolio by minimizing the variance of this measure creates a less risky portfolio, it's not clear necessarily how to measure across portfolios their relative risk to a benchmark.
Steve Greiner is the Director of Portfolio Risk Research at FactSet Research Systems, Inc. Previously, he was a portfolio manager and head of quant strategies for Allegiant Asset Management (now PNC Capital) and served on the company’s Investment Committee. His responsibilities there included firm-wide risk management and portfolio process review.
Prior to his position at Allegiant, Steve was the head of large cap quant for Harris Investment Management. He has a postdoctoral fellowship from the Freie Universitat Berlin and a Ph.D. from the University of Rochester in chemical physics. Steve graduated from the State University of Buffalo with a B.S. in chemistry and mathematics. Steve is currently working on his first book, Ben Graham was a Quant, which is due to be published in early 2011.
Visit the FactSet stand during the event for a live demo of FactSet products.
| Location | Date | Time | Contact | Add to Calendar |
|---|---|---|---|---|
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Stelline Palace
Milan |
Feb 7-8 |
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