// prevent FOUT
EVENTS

You must log in to register for an event.

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



NORTHFIELD UPCOMING EVENTS
x
WEBINAR - ACTIVE MISMANAGEMENT: DEFINING OPTIMAL PORTFOLIO TURNOVER
Presented by Northfield President Dan diBartolomeo

This webinar will start at 11:00 A.M., Eastern Daylight Time and will last for approximately one hour

Open For Registration

Click Here to Register
Date:
June 27, 2017
Cost (USD):
No Charge
Details:
In the current debate among active, passive and quasi-passive (e.g. smart beta) approaches to portfolio management, there are two concepts of what active means. This term is sometimes used to mean “differences from benchmark” while in other contexts it refers to the frequency of trading of the securities in the portfolio. Studies such as Elton, Gruber and Blake (1996) suggest that active managers exhibit risk-adjusted positive relative returns before transaction costs and expenses, but lag passive indices after costs.

In this presentation, we will assert that active managers trade too frequently as a result of an improper conception of how turnover levels vary across securities within a portfolio. We will present a simple metric that distinguishes turnover levels among different positions, and allows for more appropriate trade-offs between alpha potential and transaction costs. The approach builds on diBartolomeo (2012) which bridges traditional single period optimization with less tractable multi-solutions.

 
x
ADVANCED RISK AND PORTFOLIO MANAGEMENT BOOTCAMP
Open For Registration

Click Here to Register
Date:
August 14, 2017
Cost (USD):
$1600.00 (Northfield Affiliate Rate, $1800 after June 30th)
Place:
Skirball Center
New York University
566 LaGuardia Place
New York, NY
Details:
The ARPM Bootcamp starts on August 14th and ends on August 19th.

In 6 intense days, the ARPM Bootcamp, empowers avid learners with background in engineering, computer science, physics and mathematics to quickly gain the deep technical knowledge necessary to operate across the complex world of quantitative trading, asset management, and risk management.

Topics include portfolio construction, factor modeling, copulas, liquidity, risk modeling, and much more.

Also features a Gala Dinner with world-renowned speakers such as Rob Almgren, Peter Carr, Bruno Dupire, Jim Gatheral, Bob Litzenberger, Fabio Mercurio, Alex Lipton, Andrew Lo and Steven Shreve.

Contact:
bootcamp@arpm.com
Notes:
40 CE units CFA Institute, 40 CPE units GARP

To register with the discounted affiliate rate, click the registration link above, then select the affiliate rate option, enter "Northfield" in the ARPM-affiliated entity box.

 
MY EVENTS SCHEDULE
CONFERENCE PROCEEDINGS ARCHIVES
x
Webinar: Use of Factor Models in the Presence of Higher Moments
May 30, 2017

Download Documents:
Click document title to download.
x
Online Workshop: Total Fund Risk Services
May 11, 2017

Download Documents:
Click document title to download.
x
Webinar: Retail Mutual Fund (mis)classification Evidence based on Style Analysis V2.0
April 26, 2017

Download Documents:
Click document title to download.
x
Online Workshop: Incorporating ESG Considerations into Optimizations
April 13, 2017

Download Documents:
Click document title to download.
x
Webinar: Risk, Uncertainty and Time Horizon: What Most Risk Models Get Wrong!
March 30, 2017

Download Documents:
Click document title to download.
x
Webinar: Minimum Variance Portfolios
February 28, 2017

Download Documents:
Click document title to download.
x
Online Workshop: Risk Tolerance in Optimizations
February 9, 2017

Download Documents:
Click document title to download.
x
Webinar: Replicating Residential Real Estate Returns with Liquid Market Instruments
January 26, 2017

Download Documents:
Click document title to download.
x
Webinar: Risk Parity, Factor Investing and US DOL Regulation of Defined Contribution Retirement Plans
December 20, 2016

Download Documents:
Click document title to download.
x
Webinar: Equity Factor Timing and Kiddie Bowling
November 29, 2016

Download Documents:
Click document title to download.
x
Webinar: Advanced Techniques for Wealth Managers and Family Offices
October 27, 2016

Download Documents:
Click document title to download.
x
Webinar: Credit Spreads - The Flipside of the Default Distribution
September 27, 2016

Download Documents:
Click document title to download.
x
Webinar: Passive Management, Market Efficiency and Long Term Return Premia
August 24, 2016

Download Documents:
Click document title to download.
x
Webinar: Estimation of Event Risk: Crashes, Brexit, and Whatever Comes Next
July 26, 2016

Download Documents:
Click document title to download.
x
Webinar: Global Wealth Management and the Panama Papers
June 30, 2016

Download Documents:
Click document title to download.
x
Webinar: Making Lifetime Investing Planning a Reality
May 24, 2016

Download Documents:
Click document title to download.
x
Webinar: Custom Hybrid Risk Models
April 28, 2016

Download Documents:
Click document title to download.
x
Webinar: Diversification and Real Estate, Part II
March 29, 2016

Download Documents:
Click document title to download.
x
Webinar: Rules-Based Style Rotation: Dynamic Switching between Smart Portfolios
February 23, 2016

Download Documents:
Click document title to download.
x
Webinar: An Optimized Approach to Scenario Driven Risk Simulations
January 28, 2016

Download Documents:
Click document title to download.
x
Webinar: Reconciliation of Default Risk and Spread Risk in Fixed Income
December 29, 2015

Download Documents:
Click document title to download.
x
Webinar: Risk Model Testing, or Horses for Courses
November 24, 2015

Download Documents:
Click document title to download.
x
Webinar: Back-testing: A Useful Tool or “Financial Charlatanism”?
October 22, 2015

Download Documents:
Click document title to download.
x
Webinar: Behavioral Aspects of Risk
September 29, 2015

Download Documents:
Click document title to download.
x
Webinar: Risk Model Testing and Regulatory Reporting
August 27, 2015

Download Documents:
Click document title to download.
x
Webinar: Diversification and Real Estate, Part I
July 28, 2015

Download Documents:
Click document title to download.
x
Webinar: Assessment of Corporate Credit and Counterparty Risk Using News Flow and Sentiment
June 30, 2015

Download Documents:
Click document title to download.
x
Webinar: Risk Systems That Read
May 28, 2015

Download Documents:
Click document title to download.
x
Webinar: The Choice of Model Factors Under Multiple Definitions of Risk
April 30, 2015

Download Documents:
Click document title to download.
x
Webinar: Optimal Deal Flow for Illiquid Assets
March 31, 2015

Download Documents:
Click document title to download.
x
Webinar: "Guaranteed" Alpha - Using Risk Budgeting to Improve Performance by Reducing Management Fees and Other Expenses
February 24, 2015

Download Documents:
Click document title to download.
x
Webinar: Alpha Estimation and the Definition of Asset Specific Risk
January 7, 2015

Download Documents:
Click document title to download.
x
Webinar: Smart Portfolios
November 20, 2014

Download Documents:
Click document title to download.
x
Webinar: Measuring Skill in Active Managers
October 1, 2014

Download Documents:
Click document title to download.
x
Webinar: Risk Management Priorities for Asset Owners - What Senior Management and Trustees Need to Know
August 26, 2014

Download Documents:
Click document title to download.
x
Webinar: Portfolio Optimization with VaR, CVaR, Skew and Kurtosis
July 16, 2014

Download Documents:
Click document title to download.
x
Asset Owner Webinar Series: Challenges Facing Asset Owners in Modeling Illiquid Assets as Part of an Overall Plan Portfolio
May 13, 2014

Download Documents:
Click document title to download.
x
Private Wealth Webinar Series: How Common Practice Falls Short of Best Practices
April 8, 2014

Download Documents:
Click document title to download.
x
Webinar: There’s More to Evaluating Risk in Real Estate Portfolios than Location, Location, Location!
March 5, 2014

Download Documents:
Click document title to download.
x
Webinar: Risk Decomposition of Investment Portfolios
January 29, 2014

Download Documents:
Click document title to download.
x
Webinar: Optimization 101
October 22, 2013

Download Documents:
Click document title to download.
x
Webinar: Liquidity Planning Tools and Strategy Capacity for Equity Markets
January 23, 2013

Download Documents:
Click document title to download.
x
Webinar: Third Generation Northfield Risk Models
November 8, 2012

Download Documents:
Click document title to download.
x
Webinar: Wealth Management, Investor Suitability, Fiduciary Requirements and Financial Regulation
September 19, 2012

Download Documents:
Click document title to download.
x
Workshop: How to Use the Northfield Optimizer in R and MATLAB®
April 3, 2012

Download Documents:
Click document title to download.
x
Workshop: Recent Product Enhancements from Northfield Research
September 13, 2011

Download Documents:
Click document title to download.
x
Webinar: A Detailed Examination of Minimum Variance and Low Volatility Equity Strategies
July 12, 2011

Download Documents:
Click document title to download.
x
Workshop: Optimization for Northfield Users
May 10, 2011

Download Documents:
Click document title to download.
x
Webinar: Key Elements of Risk Control for Asset Managers
March 8, 2011

Download Documents:
Click document title to download.
x
Workshop: Lies and Perfomance Attribution
January 25, 2011

Download Documents:
Click document title to download.
x
Webinar: Redefining Private Equity Real Estate Risk
December 7, 2010

Download Documents:
Click document title to download.
x
Webinar: The Central Paradox of Active Management
October 19, 2010

Download Documents:
Click document title to download.
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:
Your Position:
CFA Member ID:
Address:
 
 
 
 
 
Company Phone:
Alternate Phone:
Fax:
Check if you would like a Northfield sales rep to call to learn more about our services