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Tail Risk & Portfolio Management Strategies 

Speaker: Rishi Kohli and Pankaj Mani

CQF Institute is proud to bring you a free online society meeting with Rishi Kohil and Pankaj Mani on Tail Risk and Portfolio Management. 

Event Agenda 

17:30 - 18:00 IST - Networking and CQF Booth 

18:00 - 19:30 IST - CQF Institue Delhi Society Meeting: Tail Risk & Portfolio Management Strategies 

19:30 - 20:00 IST - Networking and CQF Booth 

This event can earn you up to 2 CPD credits.

Abstract

This talk will provide an overview of Tail Risks and why they are important in portfolio management strategies. 

The topics that will be covered are: 

a) Understanding the Hidden Tail Risks.
- Why is it extremely important?
- How is it often misunderstood in the portfolio management industry? 

b) How to measure Tail Risks and generate alpha during tail events e.g. crisis.

c) How to diversify using different methods to generate alpha during crisis events.

d) Different types of strategies that can generate alpha during crisis events.

e) How generating alpha during crisis events can lead to long term risk adjusted returns.
 

Speaker's Bio

Rishi Kohli is Managing Director and Chief Investment Officer for Quant Strategies at Avendus Capital Public Markets Alternate Strategies. He brings with him 20 years of rich experience in the Indian capital markets. He and his team are responsible for creating differentiated long-short strategies with strong risk-adjusted returns for the Indian markets using their quant expertise and extensive experience.

Among his many professional achievements, Rishi is credited with starting one of the first quantitative hedge fund businesses in India, back in 2007. He holds an MBA degree from IIM, Lucknow and is a graduate in Mechanical Engineering from IIT Kanpur. 

Pankaj Mani, CQF, FRM is Head of the CQF Institute - Delhi (India) Society and Managing Director at RealWorldRisk.
He has more than a decade of quality experience in the domain of quant-based trading, investment, risk management, portfolio management, equity, derivatives, options whilst working in collaboration with internationally renowned leading experts and global fund managers.

He has been involved in world-class research on the open problem of tail risk management for investment portfolios, where his strategies have performed greatly over the years while managing tail risks. His thoughts and deep ideas are well acknowledged and sought after by leading global experts and government advisors.