Update Client Magazine for Institutional
Investors

Dr Thomas Stephan

Dr Thomas Stephan is CIO Overlay & Protection at Allianz Global Investors, responsible for mandates with more than 47 bn EUR assets under management/assets under overlay managed (as of 2014). The range of investment solutions in his team includes overlay, LDI and protection solutions for equity; fixed income and multi asset portfolios; as well as liquid alternative solutions, which include commodity and volatility strategies. Prior to joining Allianz Global Investors, Thomas worked as a research assistant at Mannheim University, where he did his doctorate with an award-winning dissertation on “Strategic Asset Allocation for Life Insurance Companies.” He has written articles about strategic and dynamic asset allocation, including option strategies and multi-factor equity risk models. At Allianz Global Investors, Thomas played a decisive role in setting up its systematic portfolio management. In addition to his management job, Thomas has a teaching assignment at the University of Frankfurt.

  • Dynamic Risk Management

    Many institutional investors are searching for adequate risk premiums,...

    more