Smart Portfolios – Jason MacQueen
20140923 MacQueen Smart Portfolios
Quantitative Work Alliance for Applied Finance, Education and Wisdom
20140923 MacQueen Smart Portfolios
Philippe Durand Factor Index Performance Under Different Economic Regimes – MSCI Factor Index Presentation Sep 23 2014 NY
Laura Nishikawa – Integrating ESG into the Fixed Income Portfolio – 20140826_QWAFAFEW_MSCI.
Correcting Quantitative Finance’s Eroneous Conception of Mathematical Averaging – AMirabelli Avg QW Aug2014.
Implied Dividend Growth as an Asset Class – June 24 2014 NYC – McHeffey, Chris, RealityShares
Underexposed Risk Snapshots Credit Portfolios May 27 2014 Harvey Stein Bloomberg
Understanding the S&P 500 – Indrani De New Amsterdam Partners 27 May 2014
Enhanced Risk/Return Attribution for Sector Models – Stanislav Radchenko MSCI March 25 2014
The False Promise of Target Date Funds – Dr. David Esch NFA March 25 2014
Hedge Funds as Diversifiers in Institutional Portfolios John Delano, Director, Hedge Fund Strategies With content from “Hedge Funds as Diversifiers in Institutional Portfolios” by Kris Kwait, John Delano, and Justin Santana Presented to QWAFAFEW NYC February 25, 2014
Applications of a Non-Parametric Method of Asset Allocation for High Net-Worth Investors – diBartolomeo northinfo.com Feb 24 2014
Jody Rasch Moodys Jan 28 2014 – Quantifying Qualitative Data on Social Performance of Global Microfinance Companies
Understanding the Price of Gold – A Distributional Approach – 2014 Jan 28 – Lingjie MA, BMO Asset Management
Institutional Asset Allocation Neil Gilfedder MSCI 2014Jan08
Institutional Asset Allocation and Quantitative Strategy – 2014 Jan 8 Yin Luo Deutsche Bank Securities
2014Jan8 Susan Mangiero – Satisfying Retirement Objectives and Obligations with Institutional Asset Allocation
Currency Risk in an Age of Globalization Jason MacQueen, R-Squared
Power-Log Optimization for Maximizing Portfolio Growth and Controlling Tail Risk Jivendra K. Kale, Ph.D., CFA and Arnav Sheth, Ph.D. St. Mary’s College of California Contact: jkale@stmarys-ca.edu QWAFAFEW-NY, September 24, 2013
How Long Does it Take To Recover from a Draw-down? Marcos Lopez de Prado Hess Energy Trading Aug 27 Consequences of Erroneous Assumptions from IID Model