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NORTHFIELD UPCOMING EVENTS

June 7, 2013 - USA Newport Seminar

USA NEWPORT SEMINAR 18th Annual Summer Seminar
You must create an account or login to register. Open For Registration - 2 Spaces Left
Date:	June 7, 2013
Cost (USD):	No Charge
Place:	International Tennis Hall of Fame 194 Bellevue Avenue Newport, RI 02840
Contact:	Kathy Prasad 617.208.2020 kathy@northinfo.com
Notes:	CFA Institute has approved this program, offered by Northfield Information Services, for 5 CE credit hours. If you are a CFA Institute member, CE credit for your participation in this program will be automatically recorded in your CE tracking tool.
Downloads:	Agenda

MY EVENTS SCHEDULE

CONFERENCE PROCEEDINGS ARCHIVES

Webinar: Liquidity Planning Tools and Strategy Capacity for Equity Markets

Webinar: Liquidity Planning Tools and Strategy Capacity for Equity Markets

January 23, 2013

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Liquidity Planning Tools and Strategy Capacity for Equity Markets

Webinar: Third Generation Northfield Risk Models

Webinar: Third Generation Northfield Risk Models

November 8, 2012

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Third Generation Northfield Risk Models

London 2012

London 2012

November 7, 2012

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A Structural Model Of Sovereign Credit Risk
Downside Risk
Risk Management for International Equity Investors
Third Generation Northfield Risk Models
Wealth Management, Investor Suitability, Fiduciary Requirements and Financial Regulation

Asia Seminars 2012

Asia Seminars 2012

October 16, 2012

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A Structural Model Of Sovereign Credit Risk
Macro Factors in Corporate Governance
Portfolio Formation with Illiquid Assets
Real Risk of Pension Funds: Funding Guarantees
Risk Considerations for International Investors
Wealth Management, Investor Suitability, Fiduciary Requirements and Financial Regulation

Webinar: Wealth Management, Investor Suitability, Fiduciary Requirements and Financial Regulation

Webinar: Wealth Management, Investor Suitability, Fiduciary Requirements and Financial Regulation

September 19, 2012

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Wealth Management, Investor Suitability, Fiduciary Requirements and Financial Regulation

San Diego 2012

San Diego 2012

August 7, 2012

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A Structural Model Of Sovereign Credit Risk
Asset Allocation and Risk Assessment for Pension Schemes Inclusive of Funding Guarantees
Creating Dynamic Pre-Trade Models: Beyond the Black Box
Diversification Return and Leveraged Portfolios
Diversifying Risk Parity
Downside Risk Management in Emerging Markets
Guaranteed Active Management
Macro Factors in Corporate Governance
Mismanagement of Municipal Debt Puts a Hole in Everybody’s Pocket
Quantitative Asset Management for Turbulent Markets
Time Varying IC, Conditional Risk Model and Optimal Portfolio Turnover

Newport 2012

Newport 2012

June 8, 2012

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A Structural Model of Sovereign Credit Risk
Asset Allocation and Risk Assessment for Pension Schemes Inclusive of Funding Guarantees
Optimal Growth Portfolio Constructionand Effective Tail Risk Mitigation
Risk Considerations for International Investors
Third Generation Northfield Risk Models

Workshop: How to Use the Northfield Optimizer in R and MATLAB^®

Workshop: How to Use the Northfield Optimizer in R and MATLAB^®

April 3, 2012

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How to Use the Northfield Optimizer in R and MATLAB^®

London 2011

London 2011

November 17, 2011

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A New Paradigm for the Hiring and Evaluation of Institutional Asset Managers
An Introduction to Model Based Clustering
Beating the Bond Market With No Skill
High Frequency Trading, Algorithmic Buy-Side Execution and Linguistic Syntax
Post-Retirement Benefit Plans, Leverage, and Real Investment

Asia Seminars 2011

Asia Seminars 2011

October 12, 2011

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A Detailed Examination of Minimum Variance and Low Volatility Equity Strategies
A New Paradigm for the Hiring and Evaluation of Institutional Asset Managers
Are Diversification Benefits Still to be Found In International Investing?
Beating the Bond Market With No Skill
High Frequency Trading, Algorithmic Buy-Side Execution and Linguistic Syntax
Stagflation in Asia
The X Factor: Grouping Securities, Defining “Similar” and Forming Estimates

São Paulo 2011

São Paulo 2011

September 29, 2011

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A Detailed Examination of Minimum Variance and Low Volatility Equity Strategies
An Innovative Look at Credit Risk
High Frequency Trading, Algorithmic Buy-Side Execution and Linguistic Syntax
Real Estate's Contribution to Portfolio Risk and Return in the New World Financial (Dis)Order
Risk Management Failures in the Crisis and Other Myths

Workshop: Recent Product Enhancements from Northfield Research

Workshop: Recent Product Enhancements from Northfield Research

September 13, 2011

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Recent Product Enhancements from Northfield Research

Webinar: A Detailed Examination of Minimum Variance and Low Volatility Equity Strategies

Webinar: A Detailed Examination of Minimum Variance and Low Volatility Equity Strategies

July 12, 2011

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A Detailed Examination of Minimum Variance and Low Volatility Equity Strategies

Williamsburg 2011

Williamsburg 2011

June 24, 2011

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A New Paradigm for the Hiring and Evaluation of Institutional Asset Managers
Are Quants All Fishing in the Same Small Pond with the Same Tackle Box?
Financial Averaging
Modeling Risk with Limited Internal Data
Option Prices Leading Equity Prices: Superior Information Discovery or Superior Information Processing?
Representativeness of the New Russell Style Model with Stability
Simple and Robust Risk Budgeting Using TEES
Tax Update 2011
The Myths and Facts of Risk Parity
The Rise and Fall of Capitalism in America
Yet Another New Paradigm: Multi-dimensional Strategic Risk Management

Newport 2011

Newport 2011

June 3, 2011

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A Detailed Examination of Minimum Variance and Low Volatility Equity Strategies
An Introduction to Model-Based Clustering
High Frequency Trading, Algorithmic Buy-Side Execution and Linguistic Syntax
Real Earnings Management and Subsequent Stock Returns and Quality Stock Investing
Real Estate's Contribution to Portfolio Risk and Return in the New World Financial (Dis)Order
Strategy RIsk and the Central Paradox for Active Management

Workshop: Optimization for Northfield Users

Workshop: Optimization for Northfield Users

May 10, 2011

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Optimization for Northfield Users

Webinar: Key Elements of Risk Control for Asset Managers

Webinar: Key Elements of Risk Control for Asset Managers

March 8, 2011

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Key Elements of Risk Control for Asset Managers

Workshop: Lies and Perfomance Attribution

Workshop: Lies and Perfomance Attribution

January 25, 2011

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Lies and Perfomance Attribution

Webinar: Redefining Private Equity Real Estate Risk

Webinar: Redefining Private Equity Real Estate Risk

December 7, 2010

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Redefining Private Equity Real Estate Risk

London 2010

London 2010

November 9, 2010

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A Review of Real Estate's Contribution to Portfolio Risk and Return in the New World Financial (Dis)Order
An Introduction to Independent Components Analysis (ICA)
Equity Risk, Credit Risk, Default Correlation, and Corporate Sustainability
Intra-Horizon Risk
The Discretionary Wealth Hypothesis in an Arbitrage-Free Term Structure to Asset-Liability Management
The Sensitivity of Beta to the Time Horizon when Log Prices follow an Ornstein-Uhlenbeck Process

Webinar: The Central Paradox of Active Management

Webinar: The Central Paradox of Active Management

October 19, 2010

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The Central Paradox of Active Management

Asia Seminars 2010

Asia Seminars 2010

September 22, 2010

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Extending Factor Models of Equity Risk to Credit Risk and Default Correlation
Improving Portfolio Construction through Adjustment for Parameter Estimation Error
Incorporating Strategy Risk of Active Managers into Portfolio Risk and Optimization
Incorporation of Liquidity Risks into Equity Portfolio Risk Estimates
Intra-Horizon Risk
Personal Asset/Liability Management: Using the Discretionary Wealth Hypothesis within an Equilibrium Term Structure
The Stakes Go Up in Social Investing: New Evidence, New Controversies

Colorado Springs 2010

Colorado Springs 2010

August 30, 2010

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A New Approach to Measuring Volatility
A Note On MinimumVariance Investing
Carrier Portfolios and Exotic Index Replication
Comovement, Cross-sectional Volatility and the Potential for Active Management
Extending Factor Models of Equity Risk to Credit Risk, Default Correlation, and Corporate Sustainability
Getting the Information Edge with News Flow
High-Frequency Equities Trading and Microstructural Cost Effects for Institutional Orders
How to Respect the Principle of Equal Opportunity in Currency Investing
Motivational Performance Measurement
Portfolio Construction and Asset Allocation
Problems with Using Four-Quarter Trailing Numbers in Investment Models
Return Forecasting by Quantile Regression
The Decomposition Verses The Decision- Evaluation of Active Risk-Adjusted Returns (Paper)
The Decomposition Verses The Decision- Evaluation of Active Risk-Adjusted Returns (Slides)

Newport 2010

Newport 2010

June 4, 2010

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ERM - Enterprise Risk Management
Incorporation of Liquidity Risks Into Equity Portfolio Risk Estimates
Incorporation of Quantified News Into Portfolio Risk Assessment
Mitigating Estimation Error in Optimization
Mortgage Securitization Meltdown: Analytical Failures and Proposals
Personal Asset/Liability Management: Using the Discretionary Wealth Hypothesis within an Equilibrium Structure
The Discretionary Wealth Hypothesis in an Arbitrage-Free Term Structure Approach to Asset-Liability Management
The Importance of Context in Investment Research

Asia Seminars 2009

Asia Seminars 2009

November 18, 2009

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Conditional Correlation
Incorporation of Quantified News Into Portfolio Risk Assessment
Linking Equity and Credit Risk
Madoff: Market Mayhem
Mortgage Securitization Meltdown: Analytical Failures and Proposals
The Second Half of Markowitz

London 2009

London 2009

November 6, 2009

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Beyond Linear Factor Models
Incorporation of Quantified News into Portfolio Risk Assessment
Linking Equity and Credit Risk
Mitigating Estimation Error in Optimization
Mortgage Securitization Meltdown: Analytical Failures and Proposals

Venice 2009

Venice 2009

June 1, 2009

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Ensuring Trading Fairness in Asset Management
Global Value Investing:A Multi-Strategy Perspective
Is Quant Dead?
Market Mayhem, Mortgages and Madoff
Market Volatility and Investment Style
Mortgage Securitization Meltdown: Analytical Failures and Proposals
Quant is Dead?
Tax Adjusted Portfolio Optimization and Asset Location
The Earnings Estimate Dispersion Effect in International Stock Returns
The Retirement Investing Challenge
The Rocky Ride of Break Even Inflation Rates
The Triangle of Guidance Revisions and Surprise From A Practitioners Perspective

Asia Seminar 2008

Asia Seminar 2008

December 4, 2008

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A New Metric for Measuring Skill from Investment Performance
Do Prediction Markets Add Value to the Forecasting Process
Global Liquidity and Transaction Costs
Seasonality, Microstructure and Market Evolution: An Algorithmic Perspective
Short Term Risk from Long Term Models
The Equity Risk Premium, CAPM and Minimum Variance Portfolios
Twelve Questions Your Risk Management Tools Should Help You Answer

Northfield/ClariFi Seminar 2008

Northfield/ClariFi Seminar 2008

October 27, 2008

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Measuring Investment Skill Using The Effective Information Coefficient
Short Term Risk from Long Term Models
Thirteen Questions Risk Models Can Answer for Asset Managers and Their Clients
Twelve Questions You Should be Able to Answer for Yourself and Your Clients
Unique Aspect to Performance Attribution

Newport 2008

Newport 2008

June 6, 2008

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An Introduction to Independent Components Analysis (ICA)
Hedge Fund Contagion and Liquidity
Investment Belief Systems: A Consultants Perspective
Newport Complete Proceedings
The Equity Risk Premium, CAPM and Minimum Variance Portfolios
The Variety of Security Returns and the Tradeoffs Between Capital Growth, Risk and Taxes
Twelve Questions Your Risk Management Tools Should Help You Answer

London 2008

London 2008

April 24, 2008

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Optimal Multiple Manager Structure and Trading
Portfolio risk models, from white swans to black swans
Short Term Risk From Long Term Models
The Equity Market Premium Puzzle
Twelve Questions You Should be Able to Answer for Yourself and Your Clients

Squaw Creek 2008

Squaw Creek 2008

March 26, 2008

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Active Equity Portfolio Allocation Sensitivity and ModernRobust Risk Models
Classical Economics, The Non Classical Economics, The Non-Rival Good, and Stock Returns
From Decisions to Results Connecting the dots
How High are Hedge Fund Fees?
Making Global Equity Indexes More Global
Managing Legacy Portfolios with Concentrated Positions
Portfolio Construction - Measuring and Targeting Efficiency to Optimise the use of Turnover
Robust Optimization: What Works and What Does Not
The Origin of Value
The Polyphemus Perspective - Uses of Single Factor Risk Models
Volatility-Based Asset Allocation

Naples 2008

Naples 2008

January 24, 2008

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Multiple Managers, Multiple Accounts and Trading
Risk Containment for Hedge Funds
The Beginners Guide to Taxable Portfolio Optimization
The Uncertainty of Death and Taxes
The Variety of Security Returns and the Tradeoffs Between Capital Growth, Risk and Taxes

Asia Seminar 2007

Asia Seminar 2007

December 4, 2007

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A Market Impact Model that Works
Alpha Scaling Revisited
Distinguishing Between Being Unlucky and Unskillful
Improving Returns-Based Style Analysis
Portfolio Construction-Measuring and Targeting Efficiency to Optimise the use of Turnover
Risk Containment for Hedge Funds

Key Largo 2007

Key Largo 2007

October 24, 2007

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Algo vs. Algo
Alternative Beta Strategies
Capacity Analysis: Applying the Fundamental Law of Active Management
Comprehensive Risk and Performance Attribution
Dynamic Portfolio Optimisation
If You Had Everything Computationally...
Im Not Dead Yet! A Traditional Asset Managers Response to Hedge Fund Mania
Liquidity and Investment Styles
Market Returns without Downside Risk or The Difference Between Beta and the Equity Premium
Optimal Trading Strategy With Optimal Horizon
Short Term Risk from A Long Term Model, Part I
Short-Term Risk From Long-Term Models, Part II
The Potential Impact of Housing Derivatives
Who, if Anyone, Reacts to Accrual Information?

London 2007

London 2007

June 21, 2007

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A Market Impact Model that Works
Alpha Scaling Revisited
Distinguishing Between Being Unlucky and Unskillful
Improving Returns-Based Style Analysis
London 2007 Conference Proceedings
Portfolio Construction in a Regression Framework
Who should you listen to? A sector decomposition of surprise stock returns

Newport 2007

Newport 2007

June 8, 2007

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Alpha Scaling Revisited
Distinguishing Between Being Unlucky and Unskillful
Fat Tails, Tall Tales, Puppy Dog Tails
How Large is the Equity Premium Today?
Implied Risk Acceptance Parameters in the Execution of Institutional Equity Trades
Improving Returns-Based Style Analysis
Newport 2007 Conference Proceedings

Hedge Fund Seminar 2007

Hedge Fund Seminar 2007

March 8, 2007

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A Market Impact Model that Works
Finding Proxy Holdings for a Hedge Fund with Undisclosed Holdings + An Empirical Study of Style distributions among Hedge Funds
Hedge Fund Performance Measurement and Attribution
Positive Hit Rates vs. Return Asymmetry.
Risk Containment for Hedge Funds

Asia Seminar 2006

Asia Seminar 2006

November 23, 2006

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Fat Tails, Tall Tales, Puppy Dog Tails
Modeling Direct Owned Real Estate In A Securities Market Framework
Multi-Period Optimization for Private Client Asset Allocation
Optimal Turnover and the Single Period Assumption in Portfolio Optimization
Parameter Estimation Error in Portfolio Optimization

Greenbrier 2006

Greenbrier 2006

October 23, 2006

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A Geospatial Approach to Modeling Shopping Center Locational Efficiency in the San Francisco Bay Area
Attribution to Active Signals
Best Practices: A practitioners perspective
Global Market Impact: What we know, what we dont know
Hedonic Geospatial Risk Model of the San Francisco Bay Area Apartment Market
Holistic Asset Allocation for Individuals
Information Horizon, Portfolio Turnover, and Optimal Alpha Model
Long/Short Portfolio Behavior with Barriers
Looking for the optimal value tilt
Markowitz was Wrong!
Sector-level Attribution Effects with Compounded Notional Portfolios
The Final Frontier: Is it Time to Invest in Frontier Emerging Equity Markets?
The Visual Communication of Quantitative Finance

Newport 2006

Newport 2006

June 9, 2006

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Addressing Total Uncertainty in Optimization through an Augmented Objective Function
Incorporating Higher Moments into Financial Data Analysis
Newport 2006 Conference Proceedings
Parameter Estimation Error in Portfolio Optimization
Time Series Variation in Risk Levels and What To Do About It
Using Lifecycle Funds in a Suitable and Optimal Portfolio

Stowe 2006

Stowe 2006

March 26, 2006

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A Conceptual Framework for Helping Private Investors
Assessment and Benchmarking for Private Wealth
Asset Management for High Net Worth Investors from the Investment Firm Perspective
Integrating Asset Location and Asset Allocation for High Net Worth Investors
Private Wealth and Taxation
Stowe Conference Proceedings
Taxable Concentrated Risk

Montebello 2005

Montebello 2005

July 18, 2005

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Alpha - the most abused term in Finance!
Applied Fixed Income Risk Modeling
Beyond the Torpedo Effect
Everything You Wanted to Know about Asset Management for High Net Worth Investors
Honest EPS: A Measure of GAAP Earnings Relative to Proforma Earnings
Is Alpha-Beta Analysis Useful for Constructing Fund of Hedge Funds Portfolio?
Optimal Hedge Fund Allocations: Do Higher Moments Matter?
Return Forecasting and Portfolio Construction: A Quantile Regression Approach
Risk Budgeting: Concept, Interpretation and Applications
Risk, Uncertainty, Horizon and Investment Decisions
Size and Sector effects in Momentum Returns
The Dynamics of Active Portfolios

Newport 2005

Newport 2005

June 11, 2005

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Active Returns from Passive Management: Portfolio Formation through Cointegration
Algorithmic Trading An Overview
Equity Risk Modeling: Innovations in Methods and Best Practices
Exploit Performance Divergence Across Styles
Optimal Algorithmic Trading
Risk Budgeting

User Seminars 2004 (Boston, Chicago, New York and San Francisco)

User Seminars 2004 (Boston, Chicago, New York and San Francisco)

September 1, 2004

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Agenda and Handouts
CUSUM Analysis for Manager Evaluation and Monitoring
Estimating Returns for Asset Allocation
Robust Returns-Based Style Analysis for Manager Selection
Using the Analytic Hierarchy Process to Assist Asset Allocation and Manager Search

Scottsdale, AZ 2004

Scottsdale, AZ 2004

May 1, 2004

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Active Risk and Information Ratio of Active Management
Portable Alpha & Post Modern Asset Allocation
Short-Term and Long-Term Market Inefficiencies and Their Implications (publication)
The P/B-ROE Model Revisited
The Short-term and Long-term Market Efficiencies

Stowe, VT 2003

Stowe, VT 2003

March 1, 2003

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A Foundation for Quantitative Finance:From randomness engineering to financial engineering
Cash Flows, Asset Values, and Investment Returns
Differential Market Reactions to Revenue and Expense Surprises
Enterprise Financial Risk Management
Growth/Value/Momentum Returns as a Function of the Cross-sectional Dispersion of Stock Returns
Is Dead Data Really Dead?
Monitoring Active Portfolios: The CUSUM Approach
Simulation Analyses of Performance-Based Fees
Stowe Conference Proceedings 2003
TAA With Pair-wise Strategies
The Hierarchy of Investment Choice: A Normative Interpretation
Theres No Accounting for Quants

Europe, 2002

Europe, 2002

October 1, 2002

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A Unified Model of Equity Risk, Credit Risk & Convertibility Using Dual Binomial Trees
European Seminar Proceedings
Growth/Value/Momentum Returns as a Function of the Cross-sectional Dispersion of Stock Returns
Real Estate - How to include it in a mixed-asset portfolio
Subtleties of Risk Management for Long/Short Portfolios
The Fallacy of High Frequency Attribution

Yosemite, 2002

Yosemite, 2002

May 1, 2002

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Analysis of Cross Sectional Equity Models
Convertible Bond Risks in Everything Everywhere
Hedge Funds and Hope
Integrating Two Diverse Styles of Investing: Quantitative and Fundamental
Investment Returns of the Best Companies to Work for in America
Return-based Style Analysis With Time-Varying Exposures
Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield
Sector strategies for maximizing returns to stockpicking
Simulation Tempering Optimism: Calibrating Forecast Tracking Error (TE)
The Return Shortfall in Equity Markets
Understanding Risk: A New Global Country-Sector Model

Coronado, CA 2001

Coronado, CA 2001

December 1, 2001

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20 Years of Price Momentum
Asset Allocation: Strategy or Policy?
Coronado Conference Proceedings
Forecasting Earnings and Earnings Risk: An Econometric Approach
Hedge Fund Overview
Moore's Law and Investment Management
Pioneers, Populace, and Perceptions in Emerging Markets
Socially Responsible Investment Screening: Strong Evidence of No Significant Cost for Actively Managed Portfolios
The Advantages of Using As First Reported Data with Current Compustat Data for Historical Research
The Ultimate Uncertainty
Tracking Error And Active Management

Key West, FL 2000

Key West, FL 2000

December 1, 2000

Keywords: likjuhyfgtdsvcxza

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Are Growth and Value Dead?
Changing FX Portfolio Return Distributions
Getting the Drift
International Equity Market Correlations
Neither a Lender nor a Borrower Be
NIS Avoiding Torpedoes Narrative
Option Pricing of an Oil Concern
Performance Metrics for Hedge Funds
Price to Value - An Alternative Approach to Valuation
Solving the Dual-Benchmark Problem
Some Uses Of Consensus Long-Term Growth Estimates In US Stock Selection
Whisper Numbers and Earnings Estimate Disparities

Miami, FL 1999

Miami, FL 1999

December 26, 1999

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Behavioral Finance and Practical Asset
Improved Estimates of the Identities and Characteristics of Marginal Investors
Leads, Lags, and Trading in Global Markets
Suitability and Optimality in the Asset Allocation Process: Conflict and Resolution Using the Analytic Hierarchy Process and Mean Variance Optimization
The Calculation of Earnings Per Share and Market Value of Equity: Should Common Stock Equivalents Be Included?
Top-Down Portfolio
What Are the Odds of a Crash?

Santa Barbara, CA 1998

Santa Barbara, CA 1998

October 31, 1998

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Beating the Bond Market with No Skill
Corporate Loans Market size, Buyers, new Developments
Efficient Asset Management
Implementation of Equity Return Forecasting Methods
Issues in Currency Hedging
Robust Statistics
Tax Sensitive Investing in the Long Run: Using a Simulation Environment to Quantify the Impacts of Different Investment Strategies
The Impact of Second-Hand Information on Stock Prices: Tests of the Information, Price Pressure, and Implicit Claims Hypotheses
The Option to Rebalance

Jekyll Island, GA 1997

Jekyll Island, GA 1997

January 1, 1997

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Are Transaction Costs and Tax Effects Worth the Trouble in Valuation Theory?
Bayes'' Revenge?
Breaking the Eighth: Sixteenths on the New York Stock Exchange
Individual-Firm Style Loadings, Unrecorded Economic Assets and Systematic Risk
Market Efficiency, Rational Expectations, and Estimation Risk
Some Nuances of Return Modeling: The Long and Short of It
The Entropy Theory of Stock Option Pricing
The Money Manager Merger that Flopped
Why Factor Risk Models Often Fail Active Quantitative Managers: The completeness conflict

Greenbrier, WV 1996

Greenbrier, WV 1996

October 24, 1996

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An Equilibrium Term Structure Approach to Asset/Liability Analysis
Does Performance Persist?
Explaining and Controlling the Returns on Socially Screened US Equity Portfolios
Go Forth and Diversify: Should We Stop at Stocks?
Implementation Issues for U.S. Equity Managers
Information Coefficients and Linear Factor Models
Prediction of Currency Movements
Some Thoughts on Fixed Income
Time Series Properties of Valuation Models

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