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Home » Events » Joint Spring Seminar 2013, Edinburgh, United Kingdom

Joint Spring Seminar 2013, Edinburgh, United Kingdom

17 March 2013 - 19 March 2013

Portfolio Construction in a risk-based framework

Joint Spring Seminar with Inquire UK at the Shearton Hotel, Edinburgh, United Kingdom

 

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Papers


PORTFOLIO CONSTRUCTION IN A RISK-BASED FRAMEWORK

Ed Fishwick (BlackRock)

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Will My Risk Parity Strategy Outperform?

Robert M Anderson*, Stephen W Bianchi and Lisa R Goldberg (all of University of California at Berkeley)

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Trade-Based Performance Performance PerformanceMeasurement: Measurement: Measurement: New Tools New Toolsfor Assessing for Assessing for Assessing Skilland Active Risk and Active Risk and Active Risk

Rick di Mascio (Inalytics Limited), Anton Lines (London Business School) and Narayan Naik* (London Business School)

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Evaluating an investment manager in an uncertain world

Robin Penfold (Towers Watson)

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Do Risk Models Eat Alpha? Alpha Construction in a Consistent Investment Process

Sebastian Ceria (Axioma)

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Tutorial: MIDAS: a tractable approach to model data sampled at different frequencies

Eric Ghysels (University of North Carolina, Chapel Hill)

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Dynamic portfolio construction - extending risk parity

James Sefton* (Imperial College, London and UBS) and David Jessop* (UBS)

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Risk-based dynamic asset allocation with extreme tails and correlations

Rodney N Sullivan* (CFA Institute), Yizhi Ge and Peng Wang (both of Georgetown University Investment Office)

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The World Price of Credit Risk

Gergana Jostova (George Washington University). Co-authors: Doron Avramov (Hebrew University of Jerusalem), Tarun Chordia (Goizetta Business School, Emory University) and Alexander Philipov (George Mason University)

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  • About
    • About Inquire Europe
    • Our Board
    • Committees
    • Honorary members
    • Sister organisations
    • CQA
  • News
  • Membership
    • Membership
    • Our members
    • Membership fee
    • Registration form
    • Young Professionals Program
    • Guest program
  • Seminars / Webinars
    • Seminars / Webinars
    • Future seminars
    • Previous seminars
  • Research
    • Research
    • Call for research proposals
    • Research Published in Top Finance Journals
    • Finished research projects
    • Projects under development
  • Awards
  • Contact