Time: Thursday, May 03 at 19:00 22:00

The idea of this meetup is to get everyone up to speed on the topic and show some applications from practice to inspire new ideas and discussion.

Lorenz Beyeler - Head Research (OLZ AG)
Topic: "Optimal Portfolios and Where to Find Them"
Bio: Lorenz joined OLZ in 2007 in the field of research and product development. Lorenz graduated with Distinction in Economics from the University of Bern. His special fields are econometrics and financial market theory. He participated at the Advanced Risk and Portfolio Management Bootcamp at SYMMYS in New York. Lorenz is married and has two sons. He is also a professional musician, who plays the double bass.
For more information visit https://www.olz.ch/en.

Patrick S. Walker - Research Assistent & PhD Candidate (University of Zurich)
Topic: "Tail Risk Parity versus Minimum Tail Risk Portfolio Allocation under Heavy-Tailed Returns"
Bio: Patrick studied mathematics with specialization in probability theory and statistics in Tübingen (Germany) and Birmingham (UK). He also holds a bachelor degree in economics and business, is an alumni of the MSc UZH ETH in Quantitative Finance and a co-founder of the ZQFA alumni club. Patrick is a PhD candidate under the supervision of Karl Schmedders and Marc Paolella, was a visiting fellow at Columbia University and is about to graduate soon (hopefully). His research interests are quantitative risk and portfolio management, focusing on multivariate non-Gaussian models, smart-beta strategies and machine learning applications.

As usual, there will be plenty of time for networking after the presentations at the apéro offered by OLZ. Please feel free to bring along a colleague!

Looking forward to seeing you at the event! Your ZQFA-Team