Talk Arnaud Bekenkamp
We have the great pleasure to host a one hour talk from Arnaud Bekenkamp who works as a portfolio manager at compenswiss.
With CHF 34 billion under management, compenswiss is responsible for managing liquidity of the main Swiss social insurances including AVS, AI and APG. Arnaud, who holds a master from HEC, takes care of several portfolios at compenswiss including the so-called Tail Risk Hedging. This portfolio has been designed to dampen the possible dramatic effects of major crisis on equity. It has proven to be fairly helpful recently giving the extraordinary crisis we are witnessing. Arnaud will tell us about his experiences managing it without forgetting details about its computational set-up.
Date: May 26th, 2020, 11 am