MAC3 GRM：あらゆる投資ホライズンで高精度なリスク予測を可能に
あらゆるタイプのポートフォリオ、ユニバース、投資スタイルに対応し、他に類のない高精度の予測が可能。また、市場初の革新的な手法が多く組み込まれており、業界の次世代リスク・モデルとしての地位を確立しています。
本ウェビナーでは、弊社のポートフォリオ、インデックスおよびESGリサーチ部門責任者Antonios Lazanasとポートフォリオ・アナリティクスリサーチ部門責任者のJose Mencheroが、株式モデルの構造を解説、すべての投資ホライズンにおいて高精度なリスク予測を容易にするVCV推定プロセスのさまざまな機能についてご案内します。ぜひご視聴ください。
Speakers
Antonios Lazanas
Head of Portfolio and Index Research
Bloomberg L.P.
Antonios Lazanas is the head of Portfolio, Index and ESG Research at Bloomberg. His team is responsible for developing advanced multi-asset portfolio analysis and construction models, analyze risk premia across asset classes and embed them in customized index solutions, and synthesize ESG data into meaningful measures that are then deployed in portfolio and index construction in a disciplined fashion. Antonios has been involved in the quantitative portfolio and index research area for 20 years. His teams have introduced a number of innovative ideas such as using duration-times-spread in risk modeling and explaining the returns of alternative investments with a well-defined set of risk premia. Prior to joining Bloomberg, Anthony was the co-head of Barclays Risk Analytics and Index Solutions where he oversaw the successful transition of the Barclays Index and Portfolio business to Bloomberg in August 2016. He joined Barclays in 2008 after spending thirteen years at Lehman Brothers. Antonios holds a PhD and Masters in Computer Science from Stanford University. He began his career in 1993 at Salomon Brothers as an interest-rate modeler.
Jose Menchero
ポートフォリオ・アナリティクスリサーチ部門責任者
ブルームバーグ L.P.