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Title

Using historical Fundamental Factors to Test Fundamental Investment Selection Criteria

Location

CalPERS

Start Time

5/16/2013 12:00 PM

End Time

5/16/2013 1:30 PM

Event Description

Lee O'Dwyer, CFA is an Equity Application Specialist at Bloomberg L.P., and works frequently with clients to explore Factor Back testing strategies and their results. Aimed at the market practitioner as well as CFA candidate, this seminar will focus on theoretical issues surrounding the different factor models and practical applications for portfolio managers and analysts. This seminar will address the main differences between Macro and Fundamental factors. We'll cover the structure of a fundamental factor model, how the terms differ, and the calculation of a sensitivity score for a fundamental factor versus a macro model. The seminar will include a practical example of how one Portfolio manager has used a Factor model to test investment criteria, analyze their portfolio decisions, and implement the results.

Event Type

Society

Education Topic

 

City

Sacramento

State/Province

 

Event Country

 

Event Region

Americas

Location Info

CalPERS, 400 Q Street, Lincoln Plaza East, Room 4735

Speaker

Lee O'Dwyer, CFA - Bloomberg L.P.

CE Credits

1

SER Credit

N/A

Currency

N/A

Member Price

N/A

Non-Member Price

$10

Candidate Price

$10

Registration

To register for this event: Nonmembers: http://www.cfainstitute.org/finsecustomer_enu/start.swe?SWECmd=GotoView&SWEView=eEvents+Event+Register+Details+View&SWERF=1&SWEApplet0=eEvents+Event+Register+Form+Applet&SWERowId0=1-NK2WQX Members Only: http://www.cfainstitute.org/finsecustomer_enu/start.swe?SWECmd=GotoView&SWEView=eEvents+Event+Register+Details+View&SWERF=1&SWEApplet0=eEvents+Event+Register+Form+Applet&SWERowId0=1-NK2WQN

Recurrence

 

All Day Event

 

Attachments

Content Type: MyCFA Calendar
Created at 5/5/2013 7:00 PM by 0#.w|aimr\cfa461
Last modified at 5/5/2013 7:04 PM by 0#.w|aimr\cfa461