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UID:7@zqfa.ch
DTSTART;TZID=Europe/Zurich:20180503T190000
DTEND;TZID=Europe/Zurich:20180503T220000
DTSTAMP:20190628T131750Z
URL:https://www.zqfa.ch/events/zqfa-meetup-13-with-olz-ag-portfolio-optimi
 zation/
SUMMARY:ZQFA Meetup #13 with OLZ AG: Portfolio Optimization
DESCRIPTION:The idea of this meetup is to get everyone up to speed on the t
 opic and show some applications from practice to inspire new ideas and dis
 cussion.\n\nLorenz Beyeler - Head Research (OLZ AG)\nTopic: "Optimal Port
 folios and Where to Find Them" \nBio: Lorenz joined OLZ in 2007 in the f
 ield of research and product development. Lorenz graduated with Distinctio
 n in Economics from the University of Bern. His special fields are econome
 trics and financial market theory. He participated at the Advanced Risk an
 d Portfolio Management Bootcamp at SYMMYS in New York. Lorenz is married a
 nd has two sons. He is also a professional musician\, who plays the double
  bass.\nFor more information visit https://www.olz.ch/en.\n\nPatrick S. W
 alker - Research Assistent &amp\; PhD Candidate (University of Zurich)\nTo
 pic: "Tail Risk Parity versus Minimum Tail Risk Portfolio Allocation unde
 r Heavy-Tailed Returns" \nBio: Patrick studied mathematics with speciali
 zation in probability theory and statistics in Tübingen (Germany) and Bir
 mingham (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 o
 f the ZQFA alumni club. Patrick is a PhD candidate under the supervision o
 f Prof. Dr. Karl Schmedders and Prof. Dr. Marc Paolella\, was a visiting f
 ellow at Columbia University and is about to graduate soon (hopefully). Hi
 s research interests are quantitative risk and portfolio management\, focu
 sing on multivariate non-Gaussian models\, smart-beta strategies and machi
 ne learning applications.\n\nAs usual\, there will be plenty of time for n
 etworking after the presentations at the apéro offered by OLZ. Please fee
 l free to bring along a colleague!\n\nLooking forward to seeing you at the
  event!\n\nYour ZQFA-Team
CATEGORIES:Sponsored Meetup
LOCATION:Room KO2-F-152\, University of Zurich\, Karl Schmid-Strasse 4\, Zu
 rich\, 8006\, ZH\, Switzerland
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