Northfield Information Services - Upcoming Events, Conferences, Seminars and Webinars

EVENTS

UPCOMING EVENTS

CREATE AN ACCOUNT

CLIENT CONFERENCE PROCEEDINGS ARCHIVES

Please enter your email address and we will send you your password.

Email:

You must login to register for an event.

If you have not yet created a user account, please click here to create an account.

NORTHFIELD UPCOMING EVENTS

March 5, 2012 - FactSet Risk Roadshow

FACTSET RISK ROADSHOW Effective Risk Management Solutions with the Industry’s Best Leaders
Open For Registration Click Here to Register
Date:	March 5, 2012
Cost (USD):	No Charge
Details:	Join FactSet and the world's leading risk model providers for a free seminar this March. At this seminar, you'll hear presentations from the risk providers as well as learn from Steven Greiner, FactSet's Director of Portfolio Risk Research on strategies for forecasting and managing risk in today's global economy.
Notes:	There weill be six free seminars offered in March in Melbourne, Sydney, Singapore, Hong Kong, Seoul and Tokyo. Northfield Asia's Nick Wade will be presenting "Using Cross-Asset Class Information to Improve Portfolio Risk Estimation."

MY EVENTS SCHEDULE

CONFERENCE PROCEEDINGS ARCHIVES

London 2011

London 2011

November 17, 2011

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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-September 2011

Workshop: Recent Product Enhancements from Northfield Research-September 2011

September 13, 2011

Download Documents:

Click document title to download.

Recent Product Enhancements from Northfield Research

Webinar: A Detailed Examination of Minimum Variance and Low Volatility Equity Strategies-July 2011

Webinar: A Detailed Examination of Minimum Variance and Low Volatility Equity Strategies-July 2011

July 12, 2011

Download Documents:

Click document title to download.

A Detailed Examination of Minimum Variance and Low Volatility Equity Strategies

Williamsburg 2011

Williamsburg 2011

June 24, 2011

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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-May 2011

Workshop: Optimization for Northfield Users-May 2011

May 10, 2011

Download Documents:

Click document title to download.

Optimization for Northfield Users

Webinar: Key Elements of Risk Control for Asset Managers-March 2011

Webinar: Key Elements of Risk Control for Asset Managers-March 2011

March 8, 2011

Download Documents:

Click document title to download.

Key Elements of Risk Control for Asset Managers

Workshop: Lies and Perfomance Attribution-January 2011

Workshop: Lies and Perfomance Attribution-January 2011

January 25, 2011

Download Documents:

Click document title to download.

Lies and Perfomance Attribution

Webinar: Redefining Private Equity Real Estate Risk-December 2010

Webinar: Redefining Private Equity Real Estate Risk-December 2010

December 7, 2010

Download Documents:

Click document title to download.

Redefining Private Equity Real Estate Risk

London 2010

London 2010

November 9, 2010

Download Documents:

Click document title to download.

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-October 2010

Webinar: The Central Paradox of Active Management-October 2010

October 19, 2010

Download Documents:

Click document title to download.

The Central Paradox of Active Management

Asia Seminars 2010

Asia Seminars 2010

September 22, 2010

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

20 Years of Price Momentum
Asset Allocation: Strategy or Policy?
Coronado Conference Proceedings
Forecasting Earnings and Earnings Risk: An Econometric Approach
Hedge Fund Overview
Moores 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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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

Download Documents:

Click document title to download.

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
test
Time Series Properties of Valuation Models

EDIT MY ACCOUNT

Bold fields below are required.

CREATE AN ACCOUNT

Thank you for taking the time to create an account. The information provided below will save you time in registering for future Northfield sponsored events. Please fill out the form completely and click the submit button. Bold fields below are required.

Email Address:

Pick Your Own Password:

Please Re-enter Password:

Your First Name:

Your Last Name:

Company / Affiliation:

CFA Member ID:

Address:

Company Phone:

Alternate Phone:

Fax: