Brown Bag Lunch Series: A Conversation on Quantitative Risk Management & Security Selection
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May
28
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An assortment of sandwiches, salads, and drinks will be provided.
Paul Alan Davis, CFA, Founder of FactorPad | Paul Alan Davis is the Founder of FactorPad - a firm dedicated to helping investors and professionals improve their research, risk and governance processes. Before starting FactorPad in Santa Barbara, Paul managed $5 Billion in nine 40-Act equity funds at Charles Schwab and developed much of the performance attribution and governance infrastructure. Before that, Paul started and built RIAs who delivered packaged global asset allocation products to clients. Paul earned a BS in Finance and MBA from Cal State, Sacramento.
The Brown Bag Discussion
I would like to facilitate a discussion about what practitioners use to set security weights in their portfolios and how that ties with performance attribution and risk management. I'll touch on some of the pros and cons of four common methods: Screening, Stratified Sampling, Linear Programming and Optimization. The discussion will be conversational and high level, as I shy away from using formula notation.
| Registration Fees $10 | $15 (Non-Member) |
We accept the following:
If you prefer to pay by check please register online and select "purchase order" as your payment option and enter your last name as the purchase order number.
Mail check to:
CFA Society of Los Angeles, 520 S. Grand Ave, Suite 370, Los Angeles CA 90071.
*Credit card payments will only be accepted through the secure online registration, and not by phone or email.
Cancellations must be received in writing by 9:00 am the day prior to the event. No phone cancellations are accepted. Please fax to the CFALA office at (213) 613-1233 or e-mail info@cfala.org. Member “no-shows” will be billed the non-member fee ($15) for the event which is posted on the CFALA website.
Chairs:
Alejandra Folguera, CFA & Carol Poundstone Olson, CFA
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As a participant in the CFA Institute Approved-Provider Program, the CFA Society of Los Angeles has determined that this program qualifies for 1 credit hours. If you are a CFA Institute member, CE credit for your participation in this program will be automatically recorded in your CE Diary. |
