Webcast: Evaluating Portfolio Risk with Axioma's Statistical Risk Model

Fundamental risk models are well known and widely used in risk management and portfolio construction. Statistical risk models, on the other hand, are less common and a bit more mysterious. When both models are used in tandem, it’s possible to evaluate the risk environment from multiple points of view—resulting in a more complete risk profile for your portfolio.

Related: Moving from Research to Construction: Evaluating Performance

This 45-minute webcast breaks down the fundamental and statistical models of risk and gives listeners an opportunity to learn how the models can complement each other. 

In it, experts from Axioma will:

• Explain the differences between fundamental and statistical models and how combining insights from both can provide a superior understanding of risk
• Examine the differences in risk decomposition between the two models and explain how much the models might “agree” under different conditions
• Demonstrate in both models how to drill down not just to factor-level, but also to the asset level, to see if certain securities drive risk differently 

Watch the full webcast here: