Novel Risks

Frank Fabozzi is joined by Joe Simonian (Autonomous Investment Technologies), Richard Berner (Stern Volatility and Risk Institute), Wylie Tollette (Franklin Templeton Investment Solutions) and Irene Monasterolo (EDHEC Business School and EDHEC-Risk Institute) for this virtual pannel discussion to discuss the challenges associated with novel risks.

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**SUGGESTED RELATED CONTENT FROM THE JOURNAL OF PORTFOLIO MANAGEMENT'S NOVEL RISKS ISSUE:**

Top-Down Portfolio Implications of Climate Change
Yesim Tokat-Acikel, Marco Aiolfi, Lorne Johnson, John Hall and Jessica (Yiwen) Jin

The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfolio
Théo Roncalli, Théo Le Guenedal, Frédéric Lepetit, Thierry Roncalli and Takaya Sekine

Foundations of Climate Investing: How Equity Markets Have Priced Climate-Transition Risks
Guido Giese, Zoltán Nagy and Bruno Rauis

Novel Risks: A Research and Policy Overview
Ahmet K. Karagozoglu

Firm-Level Cybersecurity Risk and Idiosyncratic Volatility
Nazli Sila Alan, Ahmet K. Karagozoglu and Tianpeng Zhou

Measuring and Managing ESG Risks in Sovereign Bond Portfolios and Implications for Sovereign Debt Investing
Lionel Martellini and Lou-Salomé Vallée

To see the full Novel Risks issue, please click here.

MODERATOR

Frank J. Fabozzi is a Professor of Finance at EDHEC Business School and a Senior Scientific Adviser at EDHEC-Risk Institute. He is a trustee of the BlackRock fixed-income fund complex. He is the editor of The Journal of Portfolio Management and co-founder and co-editor of The Journal of Financial Data Science. He is the CFA Institute’s 2007 recipient of the C. Stewart Sheppard Award and the CFA Institute’s 2015 recipient of the James R. Vertin Award. He was inducted into the Fixed Income Analysts Society Hall of Fame in November 2002. He received his BA and MA in economics in 1970 from The City College of New York where he was elected to Phi Beta Kappa and a PhD in economics in 1972 from the City University of New York. He is earned the designations of CFA and CPA.

SPEAKERS

	RICHARD BERNER Clinical Professor of Management Practice in Finance and Co-Director THE STERN VOLATILITY AND RISK INSTITUTE Richard Berner is Clinical Professor of Management Practice in the Department of Finance, and, with Professor Robert Engle, is Co-Director of the Stern Volatility and Risk Institute. Previously, he served as the first director of the Office of Financial Research (OFR) (2013-2017), and as counselor to the Secretary of the Treasury (2011 to 2013). He is an advisor to FinRegLab, and member of the Milken Fintech initiative, Board of Advisors of HData, and the Adisory Council of the Alliance for Inoovative Regulation, among others.
	WYLIE TOLLETTE EVP Client Portfolio Solutions FRANKLIN TEMPLETON INVESTMENT SOLUTIONS Wylie Tollette is executive vice president and head of client investment solutions for Franklin Templeton Investment Solutions. Prior to rejoining Franklin Templeton in 2018, Mr. Tollette served as chief operating investment officer at CalPERS, the largest defined-benefit public pension fund in the US. Prior to joining CalPERS in 2014, Mr. Tollette worked at Franklin Templeton for almost 20 years, including as the head of the Performance Analysis and Investment Risk team.
	IRENE MONASTEROLO Professor of Climate Finance EDHEC BUSINESS SCHOOL AND EDHEC-RISK INSTITUTE Irene Monasterolo is Professor of Climate Finance at EDHEC Business School and EDHEC-Risk Institute in Nice (FR) and senior research fellow at the Vienna University of Economics and Business (Austria) and Boston University (USA), as well as visiting scholar at the International Institute for Applied Systems Analysis (Austria). Irene holds a PhD in Agri-food economics and statistics from the University of Bologna (IT) and two post doctoral experiences in Cambridge (UK) and Boston University (USA), on climate finance.
	JOE SIMONIAN Founder and CIO EDHEC BUSINESS SCHOOL AND EDHEC-RISK INSITITUTE Joseph Simonian is a noted contributor to leading finance journals, a prominent speaker at investment events worldwide and an Advisory Board member for the Financial Data Professional Institute. He holds a Ph.D. from the University of California; an M.A. from Columbia University; as well as a B.A. from the University of California. He is currently the co-editor of the Journal of Financial Data Science and Advisory Board member for the Financial Data Professional Institute.