Events Calendar

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Title

EDHEC Risk Presentation

Location

CalPERS

Start Time

9/8/2011 12:00 PM

End Time

9/8/2011 1:30 PM

Event Description

Presentation Summary:  Exploration of enhanced index and optimal benchmark construction and looking at new forms of indices and benchmarks. It will begin with the basics of portfolio theory, addressing the key issue of the optimal use of indices and benchmarks in institutional investment. By reviewing the limitations of traditional indices, we will discuss the improved ‘efficient’ equity indices and benchmarks designed by the research team at EDHEC-Risk Institute and explain how these enhanced indices and benchmarks can be applied in practice. We will also describe how this optimizing methodology can be customized to tracking error constraints.

 

Speaker Bio: Vijay Vaidyanathan is President of EDHEC-Risk Indices & Benchmarks North America. He holds an M.Sc in Computer Science from the State Univ. of New York at Albany, M.Sc(Tech) in Engineering from BITS Pilani, India, an M.Sc in Finance (Risk and Asset Management) from EDHEC Business School, France and is an alumnus of the Executive Management Program at IMD, Lausanne, Switzerland. Vijay was formerly CEO of Return Metrics Inc., a boutique investment management and technology consulting firm located in Silicon Valley, California, specializing in the use of innovative quantitative techniques to develop econometric models for a wide range of financial markets. Prior to this, Vijay held several high-level positions in technology firms, including CEO of Yaga Inc., Chief Strategy Officer with NBC Internet, and Chief Technology Officer with Xoom.Com.

Event Type

Society

Education Topic

 

City

Sacramento

State/Province

 

Event Country

 

Event Region

Americas

Location Info

400 Q Street, Lincoln Plaza East, Room 4735

Speaker

 

CE Credits

 

SER Credit

1

Currency

N/A

Member Price

N/A

Non-Member Price

$10

Candidate Price

$10

Registration

Members/Affilites click here.  
Nonmembers click here.   Nonmember fee is $10.
Registration will close on September 6 at 5pm!

Recurrence

 

All Day Event

 

Attachments

Content Type: MyCFA Calendar
Created at 8/9/2011 3:24 PM by 0#.w|aimr\cfa461
Last modified at 8/23/2011 7:03 AM by 0#.w|aimr\cfa461