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The Cross-section of Risk and Returns

28 November 2022

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The Cross-section of Risk and Returns

Assistant professor Simon Rottke from the UvA was awarded 2nd place in ACATIS Value Prize in 2021. His paper shows that portfolios contain considerable amounts of unpriced systematic risk. Based on this insight, they propose a methodology to hedge out such unpriced risk and generate what they call characteristic efficient portfolios.

The Quant Committee invited Simon to present his findings in a webinar.


Location and time

This event will be held online and takes place on 28 November from 16:00 - 17:00.


Professional Learning Credits

Registration closed on 27 November 2022 at 17:00
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