Measuring Portfolio Liquidity

STEFANO PASQUALI

Stefano is responsible for market liquidity modelling both at the security and portfolio level, as well as estimating portfolio liquidity risk profiles and provide analytics for trading support. His responsibilities include defining cross asset class models, leveraging available trade data and developing innovative machine learning based approaches to better estimate market liquidity and optimal trading strategies.

MARK ANSON

Mark Anson is the Chief Executive Officer and Chief Investment Officer of the Commonfund and Chairman of the Board of Commonfund Capital Inc. and Commonfund Asset Management Company. Previously, he was the President and Chief Investment Officer for the Bass Family Office of Ft. Worth, Texas which was recognized as Family Office of the Year for 2014 & 2015. He was the President and Global Head of Investment Management at Nuveen Investments, a fullservice asset management company with over $900 billion in assets under management. Prior to Nuveen, Mark served as the Chief Executive Officer and Chief Investment Officer for the British Telecom Pension Scheme (BTPS), the largest institutional investor in the UK with assets of £65 billion. In addition, Mark was the CEO of Hermes Pensions Management in London, a £55 billion asset management company that is wholly owned by the BTPS.

HARSHDEEP AHLUWALIA

Harshdeep Ahluwalia is a senior investment strategist and head of asset allocation, Americas at Vanguard’s Investment Strategy Group. Mr. Ahluwalia leads a team of quantitative analysts that research and develop proprietary models for multi-asset portfolio allocation, including allocation to illiquid assets like Private Equity.