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Title

Webinar: Inefficiencies in the Pricing of Exchange-Traded Funds

Event Description

​In the article “Inefficiencies in the Pricing of Exchange-Traded Funds”, Antti Petajisto proposes a novel approach that controls for stale pricing of the underlying assets, which could be useful in detecting mispricing of ETFs and in creating active trading strategies that exploit these mispricings.

Antti Petajisto, Ph.D., is a portfolio manager at LMR Partners, a multi-strategy hedge fund, where he focuses on researching and implementing quantitative trading strategies in global equity markets. Previously he was a researcher and portfolio manager in BlackRock’s Scientific Active Equities group, where he developed new alpha signals and managed quantitative equity portfolios in emerging markets, and before that he worked on global tactical asset allocation within BlackRock’s Multi-Asset Strategies group. Dr. Petajisto has also worked as a finance professor at the Yale School of Management and NYU Stern School of Business, where he taught MBA courses on investments, portfolio management, and behavioral finance. His academic research includes the development of the Active Share concept for quantifying active portfolio management, performance evaluation of money managers, pricing inefficiencies in exchange-traded funds, and the price impact of passive indexing strategies. He has a Ph.D. in Finance from MIT Sloan School of Management and M.Sc. in Engineering Physics from the Helsinki University of Technology.

CFA Institute Event

Registered individuals who are unable to join in the live presentation will receive information via email about how to access the archived recording of the webinar.

Continuing Education for CFA Institute members: Provide your CFA Institute ID number upon registration to facilitate the automatic entry of CE credit into your record at the close of the live webinar.

Education Topic

Corporate Finance

Start Time

4/11/2017 9:00 AM

End Time

4/11/2017 10:00 AM

City

Webinar

State/Province

 

Event Country

 

Event Region

Americas; Global

Location Info

​Webinar

Speaker

Antti Petajisto, Ph.D

CE Credits

1.00

SER Credit

0.00

Currency

-

Member Price

Free

Non-Member Price

Free

Candidate Price

Free

Registration

All Day Event

 

Recurrence

 

Event Type

Career

Begin

4/11/2017 9:00 AM

Nice Date

2017-04-11

End

4/11/2017 10:00 AM

Hosted by

Other Organization

Event Link

 

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Event Short Info

 

Recordings

 

Recording

 

Recordings

 

Attachments

Content Type: MyCFA Calendar
Created at 3/20/2017 11:37 AM by sharon.holman@cfainstitute.org[CASMSTS:username]
Last modified at 3/20/2017 11:37 AM by sharon.holman@cfainstitute.org[CASMSTS:username]