Momentum, Change and Risk Management


Alexander Ineichen has spent the last couple of years researching on how investors can use momentum strategies in relation to risk management.

This presentation will elaborate on how momentum can help with the risk management. Momentum of economic variables, corporate earnings and prices are objective and provide signals that can initiate a thought process.

Benjamin Graham once said: “The essence of investment management is the management of risks, not the management of returns.” The risk management research was designed to improve investment decision making using fact-based criteria, rather than opinions and forecasts. The basic premise is the idea that long-term success is dependent on survival and avoidance of large losses, i.e., the management of risk, not returns.

This presentation will aim at making the institutional investor’s whole decision-making process more robust.