Elske van Burgt in 8th iPARM 2020 panel
November 17 IBR hosts the 8th iPARM 2020 online forum, with amongst others Elske van de Burgt, Head of Investment Performance in its panel on The Pros And Cons Of Traditional Investment Risk Measures.
This 2020 iPARM will be fully digital, exploring old and new methods for the attribution of performance and risk, combining traditional methods with some innovative thinking and worked examples.
The 50 minute The Pros And Cons Of Traditional Investment Risk Measures panel session will be moderated by Kyle Ringrose and will address topics as:
- The value of retrospective risk measures
- The definition of risk: can volatility be an appropriate proxy for risk in all circumstances
- What measures of risk may be more relevant
- The difference between measuring risk over long and short time horizons
- The value proposition of investment risk measures during extreme market turbulence.
Other panel members are David Spaulding, Carl Bacon and Daniel Gulko.