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SQA Half Day Conference
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11/10/2016
Where: Barclays
745 7th Avenue
New York 10019
United States


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SQA's Half Day Conference

"Advances in Portfolio Construction" 

 

Celebrating 25 Years of Black Litterman

 

November 10, 2016

 

To View Speaker Abstracts and Bios - CLICK HERE

 

Agenda:


8:00 a.m. – Registration & Breakfast

8:30 a.m. – Conference Begins, Introductions, etc.

8:45 a.m. – 
Petter Kolm, Courant Institute of Mathematical Sciences
“60 Years of portfolio optimization: Practical challenges and current trends”

 

9:45 a.m. – Marco López de Prado, Guggenhein Partners
“Building Diversified Portfolios that Outperform Out-of-Sample”

10:45 a.m. – Morning Break


11:00 a.m. – 
Colm O’Cinneide, QS Investors

"On some themes from Black and Litterman (1991):
combining views and equilibrium, sensitivity in optimizations, and portfolio construction as a business process"


12:00 p.m. – Working Lunch (Bob Litterman, Kepos Capital)
“Collaborating with Fischer Black on the development of Black-Litterman”


12:45 p.m. – 
Jason MacQueen, Northfield Information Services
“RULES-BASED STYLE ROTATION: Dynamic Switching between Smart Portfolios “


1:45 p.m. – Attilio Meucci, ARPM
“Dynamic Portfolio Management with Views at Multiple Horizons”

2:45 p.m. – Closing comments/Adjourn

 

 


Barclays


745 7th Avenue

New York, NY 10019


 Early Bird Registration Rates:
SQA Members $450
Student/Transitional Members $225
Non-Member $625
Non-Member/Affiliated (CQA, GARP, IAQF, NYSSA, QWAFAFEW, Q-Group, London Q., PRMIA) $525

 

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Please contact the office at admin@sqa-us.org or 518-463-8644 if you would like to register over the phone
 



 

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