Sean Heron, CFA, Glenmede Investment Management, Expanding the Efficient Frontier by Capturing the Volatility Risk Premia (VRP), May 29th, 2019, The City Club
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Expanding the Efficient Frontier by Capturing the Volatility Risk Premia (VRP)
E. Heron, CFA, is a Portfolio Manager, Options & Derivatives, for
The Glenmede Trust Company, N.A., and a Portfolio Manager for Glenmede
Investment Management LP. Sean manages the secured options products and
leads a team responsible for providing clients with options and some
Heron began his career with Goldman Sachs. In 2003, he left the firm to
help former Goldman Sachs Managing Director Thomas McGowan launch
McGowan Investors, LP.
Heron graduated from LaSalle University with a B.A. in Finance and an
M.B.A in Accounting. He received his Chartered Financial Analysts
designation® in 2004.
Heron is a board member of the CFA Society of Philadelphia and serves
as an instructor for the CFA Exam and as an Adjunct Professor at Rutgers