Seminars

Spring 2015 Microsoft-sponsored CFRM Seminars:

Date Speaker Topic Location Time
 April 3  Phil Anderson, Starbucks  Foreign Exchange and Commodity Risk Management at Starbucks  PCAR 391  4:30 PST
 April 17  Sid Porter, FEV Analytics  New Frontiers in Risk Management: Measuring Risk in Private Equities  PCAR 391  4:30 PST
 May 1  Mary Pugh*, Pugh Capital Management  Fixed Income Investment  LOW 202  12:30 PST
 May 8  John Guerard, McKinlay Capital  TBA  PCAR 391  4:30 PST
 May 15  Mark Whitmore*, Whitmore Capital Management Currency Investing  LOW 202  12:30 PST
 May 15  Jose Menchero, Menchero Portfolio Analytics Consulting  TBA  PCAR 391  4:30 PST
 May 29  Brian White*, BlackRock Alternative Investments  Investing in Alternatives  LOW 202  12:30 PST

*Seminar is part of CFRM 500: Endowment & Institutional Investment Management course.

 

Winter 2014 Microsoft-sponsored CFRM Seminars:

Date

Speaker

Topic

Location

Time

 January, 16 2014 

 Lindsay Coss 

Bloomberg Terminal Training

 HUB 214

 11am PST

 January 31, 2014 

 Ronald Liesching 

Currency - The Mother of All Markets

 PCAR 293 

  4pm PST

 February 7, 2014 

 Ross Bennett 

Google Summer of Code/PortfolioAnalytics

 PCAR 293    4pm PST

 February 21, 2014 

 Guy Yollin 

Lyx  PCAR 293    4pm PST

 

Autumn 2013 Microsoft-sponsored CFRM Seminars:

Date

Speaker

Topic

November 15, 2013  

Mary Pugh, Yuyan Lou, Cheryl Fang  

Introduction to Fixed Income Portfolio Management (slides are public)      

 

November 22, 2013 Thomas K Philips

Simple and Robust Risk Budgeting Using TEES (slides are public)

 

 

Spring 2013 Microsoft-sponsored CFRM Seminars:

Date

Speaker

Topic

Location

Time

April 5, 2013

Barton Waring

Big Picture Trends in Investment Management Techniques (slides are public)

click here for presentation with audio  (requires UWnetID)

HUB 334

4pm PST

April 19, 2013

Matt McBrady

Is Tail Hedging Really Waiting for the Bus That Will Never Come? (slides are public) 

click here for presentation with limited audio (requires UWnetID)

HUB 334

4pm PST

April 26, 2013

Thomas Gilbert

Beta & factor models: frequency matters

click here for presentation with limited audio (requires UWnetID)

HUB 340 4pm PST

May 3, 2013

Andrew Kalotay

Interest Rate Risk Management and Tax-loss Harvesting of Municipal Bonds

audio recording is not available

HUB 214

4pm PST

May 9, 2013

Ronnie Sadka

Hedge Fund Liquidity Risk (special talk for AMATH 546 & 543)

HUB 214

4pm PST

May 31, 2013

Tom Phillips

SPC monitoring of active managers

HUB 214 4pm PST

 

CFRM Seminars Archive:

Date Speaker Topic
October 8, 2012 John Shin Fiscal Policy, FX, and the Macro Outlook
October 15, 2012 Jay Krueger Perspectives
October 22, 2012 Peng Chen Modern Portfolio Theory: Bruised, Broken, Misunderstood, or Misapplied?
November 2, 2012 Steven P. Greiner Crisis = Risk + Opportunity: Risk Forecasting in Uncertain Times
November 16, 2012 Donald R. Chambers, PhD Li’s Gaussian Copula, Our Friend
February 8, 2013 Tom Robinson, PhD, CFA Asset Allocation: What Have You Done for Me Lately?