Join Quantess for our October seminar on quantitative finance and economics. The event kicks off with two talks on risk and the effects on portfolio choice, followed by social drinks – get your tickets here.

Katharina Schwaiger (Risk and Quantitative Analysis at BlackRock and previously a lecturer in operations research at LSE) will be speaking about “continuous piecewise linear programming approach to minimising portfolio E-VaR”.

Cherry Muijsson (PhD at the University of Cambridge and now in the financial markets advisory at BlackRock) will be speaking about the effect of cross sectional differences in risk appetite on the market portfolio and the resulting way how we think about the equity risk premium and cost of capital.

Please come in through the main entrance at BlackRock, and make yourself known as an attendee of the Quantess October seminar.