The Liga do Mercado Financeiro Fea- Usp brings Flavio Abdenur to FEA. He's an economist and mathematician with a doctorate at IMPA.
Between 2011 and 2013, Flavio worked as a risk analyst at Ventor Investimentos, a multimarket fund that had approximately R$1.5 billion under its management at the time.
During this period, Fabio was in charge of reformulating the stress model to the long-short portfolio of Ventor's stocks. To do so, he used a purely mathematical concept: the entropy.
Flavio will give a lecture explaining the development process of this new model, giving emphasis to its practical application.
Don't miss it!