Entering Back Into The ZLB Environment: The Risk Implications For Portfolio Construction
June 3rd 2020 - Online
3pm London / 10am Eastern / 7am Pacific (30-45 min. session, depending on Q&A length)
The volatility we've witnessed over the last few weeks forced an aggressive Central Bank response to mitigate the economic damage that came with the Covid-19 pandemic. The Central Bank response moved us into a new market environment relative to the one we were in earlier in the year. Irish investment consultant ACE Capital Investment's Karl Rogers digs into the impact the 'zero-lower-bound' environment we've entered into has on the relationship between different assets and asset classes. What his firm has found is a stark change from the traditional relationships we are used to which brings with it significant implications for portfolio managers and investors alike.
This webinar will help fund managers and investors understand the change from asset’s traditional relationship with each other and highlight current portfolio diversification risks. Given the under-performance in Equity L/S strategies over the past decade, we analyse the strategy and see if it provided diversification benefits during the recent market volatility.
Entering Back Into The ZLB Environment: Speaker
Karl Rogers, Founder & CIO, ACE Capital Investments
Karl is the Founder of ACE Capital Investments where he heads the research and alternative product efforts. He is a guest lecturer for Trinity College Dublin’s M.Sc. in Finance program, writes contributing market pieces for AlphaWeek and the FM Report and is an alternative investment conference speaker. In 2016, Karl’s co-authored macroeconomic research paper titled 'Zero Lower Bound Policy's Effect on Financial Asset Correlations' was published with the International Advances in Economic Research journal.
Prior experience includes being a Portfolio Manager for Eagle's View Capital Management in NYC, a Commodity Trader with Geneva Trading in Ireland and a Power Trader with Dynasty Power in Boston and Canada.
Mr. Rogers holds an M.Sc. in Finance from Trinity College Dublin, Ireland where he graduated with Distinction as well as a BBA in Finance from Francis Marion University, USA while over on a tennis scholarship where he reached the Elite 8 round in the NCAA DII National Championships.