ARP in turbulent times - GAM Systematic Alternative Risk Premia update
Dr Lars Jaeger and Paolo Scripelliti
About this talk
Join Dr Lars Jaeger, Head of Alternative Risk Premia, and Paolo Scripelliti, Investment Director for GAM Systematic Alternative Risk Premia, as they look at the market disruption during the coronavirus pandemic and discuss:
• How the current market downturn compares to 2008 and what lessons learned then are applicable now
• Market colour, liquidity and industry performance
• How GAM Systematic ARP has performed against its peers in recent weeks, along with looking at single premia performance
• The fund’s allocation process and downside protection (EDA)
• What actions the team took as a result of the Covid-19 market crisis and how the fund was affected.
Register for the webcast on 23 April 2020 to find out more and pose your questions to Lars and Paolo.