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Title

Generating Alpha: Predicting Volatility and Corrections

Event Description

Michael A. Gayed, CFA, and Charlie Bilello, CMT, of Pension Partners, LLC co-authored two award-winning papers in 2014 that challenge the efficient market hypothesis by revealing market anomalies that have persisted over time. In separate papers, they focus on the utilities sector and Treasury bonds, providing a systematic way to outperform the market on an absolute and risk-adjusted basis. Importantly, they also show how the unique behavior of utilities and Treasuries can be used to anticipate periods of higher volatility and market corrections. Their work has important implications for both asset allocators and active managers.

Join Michael A. Gayed, CFA, co-author of these papers as he presents their research and provides practical ways of active tactical asset allocation using the signaling power of Utilities and Treasuries.

Event Type

Society

Education Topic

 

Start Time

2/9/2015 12:00 PM

End Time

2/9/2015 1:00 PM

City

San Antonio

State/Province

 

Event Country

 

Event Region

Americas

Location Info

Maggiano's @ the RIM

Speaker

Michael A. Gayed, CFA

CE Credits

1

SER Credit

0

Currency

USD

Member Price

0

Non-Member Price

30

Candidate Price

30

Registration

All Day Event

 

Recurrence

 

Logo

 

Presentation

 

Attachments

Content Type: MyCFA Calendar
Created at 1/1/2015 10:49 AM by dabarge@gmail.com
Last modified at 1/1/2015 10:49 AM by dabarge@gmail.com