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NORTHFIELD UPCOMING EVENTS
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ARPM ADVANCED RISK AND PORTFOLIO MANAGEMENT QUANT MARATHON
Open For Registration

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Date:
September 23, 2024
Cost (USD):
Northfield Affiliates Receive a 20% Discount
Details:
The Quant Marathon is an advanced, online, instructor-led program on Data Science and Quantitative Finance. It bridges the most advanced techniques with industry best practices. Northfield affiliates receive a 20% discount.

Delivery Options
All core courses are delivered online in two modes:

Class: participants follow with other Marathoners, led by ARPM instructors

Self-paced: participants follow independently, plan reoptimized weekly

Online classes start on September 23, 2024

 
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RESEARCH WEBINAR - IMPROVING RISK ANALYSIS OF PRIVATE ASSETS USING AI
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

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Date:
October 22, 2024
Cost (USD):
No Charge
 
MY EVENTS SCHEDULE
CONFERENCE PROCEEDINGS ARCHIVES
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Webinar: Investor Behavior as a Long Period of Low Interest Rates Ends
October 2, 2024

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Webinar: Silent Wave Rising-Private Asset Funds for Private and Retail Investors
September 10, 2024

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Webinar: Risk and Optimization with Uncertain Portfolio Weights
August 29, 2024

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Webinar: Asynchronous Return Effects in Global Alpha and Risk Modeling
August 15, 2024

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Webinar:Integrating Derivatives in Portfolio Risk Analysis and Optimization
July 30, 2024

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Webinar: Global Returns and American Politics
July 16, 2024

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Webinar: Risk of Private Credit Markets Portfolio and Systemic
June 27, 2024

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Webinar: Drawdown Betas Measuring Drawdown Risk and Portfolio Optimization
May 9, 2024

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Webinar: US Sovereign Debt Default Risk in a Higher Interest Rate Environment
April 30, 2024

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Webinar: Optimization of Taxable Institutional Portfolios
April 16, 2024

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Webinar: Cointegration of Sector Returns
March 28, 2024

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Webinar: Why Most Tax Optimizations Are Clearly Sub-Optimal
March 14, 2024

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Webinar: Investment Performance Evaluation (Real and Simulated) Using the Effective Information Coefficient
February 27, 2024

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Webinar: From Measurement to Mastery: Elevating Forecasting Performance in Asset Management
February 13, 2024

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Webinar: The Efficient Price of Illiquidity and the Option to Wait
January 30, 2024

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Webinar: Approximating Multiperiod Optimization
January 16, 2024

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Webinar: Performance Attribution When Derivatives or Leverage Are Present
December 28, 2023

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Webinar: An Asymmetric Representation of Security Alpha for Active Management
December 6, 2023

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Webinar: How Many Bonds Make A Diversified Portfolio? Fixing DTS
November 28, 2023

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Webinar: Use and Misuse of Effective Tax Rates
November 14, 2023

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Webinar: Capturing Climate Risk for Coastal Commercial Real Estate
October 26, 2023

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Webinar: Performance Analysis of Market and Factor Timing in Active Equity Management
October 12, 2023

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Webinar: Climate Change, Real Estate and the Bottom Line
September 28, 2023

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Webinar: Dealing with Super-Concentrated Positions in Taxable Accounts
September 14, 2023

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Webinar: Marking-to-Market Private Credit
August 30, 2023

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Webinar: Expressing Alpha on Non-Linear Derivatives
August 15, 2023

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Webinar: Estimating the Probability of Equity Market Crashes
July 27, 2023

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Webinar: Optimal Wash Sale Behavior for Taxable Portfolios
July 13, 2023

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Webinar: Generalized Currency Risk and the Existence of a Risk-Free Asset
June 27, 2023

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Webinar: Private Credit Risk Part 2 - Commercial Real Estate Debt
May 30, 2023

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Online Workshop: A Plausible Short Cut for Tax Optimization and Why NOT to Use It
May 16, 2023

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Webinar: Private Credit Risk Part 1 - Commercial Lending
April 25, 2023

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Webinar: Navigating Investment Funds Manager Skill
April 18, 2023

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Webinar: Banking Crisis in Review: Implications for Public and Private Assets
March 30, 2023

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Online Workshop: Advanced Optimization with Downside Risk
March 14, 2023

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Webinar: Asset Allocation for Investors with Liabilities
February 28, 2023

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Webinar: Joint Consideration of Market Risk and Operational Risks
February 14, 2023

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Webinar: Beyond Black-Litterman - Capital Market Assumptions for Heterogeneous Investors
January 31, 2023

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Online Workshop: Realistic Scenario Analysis and Stress Testing with FASST
January 17, 2023

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Webinar: Valuation of Private Companies Using Risk, Growth, and Time
December 22, 2022

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Webinar: Tax Efficient Management for Traditional Mutual Funds
December 13, 2022

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Webinar: Stress Testing and Scenario Analysis for LP Private Equity Funds
November 29, 2022

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Webinar: A Rules-Based System to get the S&P 500 to Outperform Itself
November 15, 2022

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Webinar: The $17 Billion Question: The London Whale, Archegos, and What Will Come Next
October 27, 2022

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Online Workshop: Advanced Tax Optimization
October 13, 2022

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Webinar: Measuring Exposure for Limited Partnership Funds
September 29, 2022

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Webinar: Quantifying Economic Narratives with Media Attention - A New Approach to Asset Pricing
September 13, 2022

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Webinar: Active Returns from Passive Management: Cointegration of Sector Returns
August 30, 2022

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Webinar: Betting on Volatility: Variance Swaps and the Hall of Warped Mirrors
August 11, 2022

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Webinar: Valuing Liquidity: Estimating the Price of the Option to do "Something Else"
July 28, 2022

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Online Workshop: Northfield Tools for Addressing Estimation Error in Portfolio Construction
July 14, 2022

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Webinar: Are Equity Indices Actually Diversified
June 30, 2022

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Online Workshop: Using Northfield Tools to Distinguish Between Tracking Error and Active Risk
June 14, 2022

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Webinar: Rationalizing Equity/Bond Market Correlations in Asset Allocation
May 26, 2022

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Online Workshop: Optimal Turnover - The Tradeoff Between Alpha Decay and Transaction Related Costs
May 12, 2022

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Webinar: Sustainability as a Portfolio Level Risk Measure
April 26, 2022

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Online Workshop: Secure Data Aggregation on the Northfield NEXUS Online Platform
April 14, 2022

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Webinar: True NAV of Private Equity Funds-Alpha Generation by Limited Partners
March 29, 2022

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Online Workshop: Asset Manager Compliance with SEC Rule 18F-4
March 10, 2022

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Webinar: Inflation, Interest Rates, and Equity Valuation
February 24, 2022

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Webinar: The Alpha Lifecycle: New Research Into the Nature of Investment Alpha and What Portfolio Managers Can Do To Sustain It
February 8, 2022

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Webinar: The Other Road to Tax Efficient Investing
January 27, 2022

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Online Workshop: Reconciliation of Conflicting Risk Reports
January 13, 2022

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Webinar: Equity Style Factor Returns Revisited
December 30, 2021

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Online Workshop: Linking Value at Risk to Market Factors
December 16, 2021

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Webinar: EXPLO: A Unified Model of Investor Utility, Valuation and Liquidity
November 30, 2021

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Onine Workshop: Understanding Marginal Utility in the Northfield Open Optimizer
November 16, 2021

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Webinar: Three Approaches to Finding Active Manager Skill
October 26, 2021

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Online Workshop: Global Equity Model Alternative Perspectives
October 14, 2021

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Webinar: Building a Resilient US Equity Portfolio for the Post-COVID Era
September 30, 2021

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Online Workshop: WealthBalancer-A Use Case
September 16, 2021

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Webinar: Returns from Cost Centers: Quantifying Asset Owner Alpha from Better Risk Management and Trade Execution
August 31, 2021

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Online Workshop: Advanced Risk Decomposition
August 17, 2021

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Webinar: Estimation of Corporate Bond Credit Ratings
July 29, 2021

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Webinar: Tax-Aware Optimized Back-Testing Using the Northfield Optimizer and Risk Models
July 13, 2021

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Webinar: Data Sufficiency for Risk Management for Financial Institutions
June 29, 2021

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Webinar: Cryptocurrency Risk
June 15, 2021

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Webinar: The Real Economics of ESG
May 27, 2021

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Webinar: If it Walks like a SPAC, and it Quacks like a SPAC, is it Private Equity?
April 27, 2021

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Online Workshop: Representation of Illiquid Asset Exposures in the Liquid Markets
April 13, 2021

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Webinar: GameStop, Variance Swaps, and Related Failures of Hedge Fund Risk Management
March 25, 2021

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Webinar: Strategy Design and the Fallacies of Breadth
March 9, 2021

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Webinar: Private Fund Commitment Planning for Target Asset Class Allocations
February 25, 2021

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Webinar: Modeling Fixed Income Liquidity and Trading Costs
February 11, 2021

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Online Workshop: Risk Decomposition Under Parameter Uncertainty and Price Movement
January 14, 2021

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Webinar: Advances in Portfolio Customization
December 22, 2020

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Online Workshop: Portfolio Construction Under Economic Scenarios In Action
December 8, 2020

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Webinar: Constructing Private Asset Benchmarks
November 24, 2020

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Online Worshop: RAMP - A Risk Reporting Service for Asset Owners and Managers
November 12, 2020

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Webinar: Simplified Investment Performance Evaluation (SIPE)
October 29, 2020

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Online Workshop: SaaS and Risk Model Data
October 15, 2020

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Webinar: Private Real Estate Cash Flows Income: Alternatives Move Into the Mainstream
September 29, 2020

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Online Workshop: Analyzing Historical Risk in Nexus
September 8, 2020

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Webinar: A Comparison of Conditional and Regime Switching Methods for Equity Risk Models
August 27, 2020

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Online Workshop: Household Optimization for Private Wealth and Family Offices
August 11, 2020

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Webinar: Co-Investing for Limited Partners: Another Risk vs. Return Tradeoff
July 30, 2020

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Webinar: What the Coronavirus Pandemic Taught Us About Factor Returns: Real Alpha is Better than "Smart Beta"
June 25, 2020

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Online Workshop: Constructing Specialized Portfolios
June 11, 2020

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Webinar: The Four Horsemen of the Investment Apocalypse: Pandemic, War, Corruption and Climate Change
May 26, 2020

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Webinar: Asset Allocation Dislocation - Extent, Impact, Solutions
April 30, 2020

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Webinar: Estimating an Investor’s Volatility/Return Tradeoff: The Answer is Always Six
March 26, 2020

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Webinar: Multi-Period Correlations Across Public and Private Asset Classes
February 25, 2020

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Webinar: A Heuristic Approach for Delta Hedging in Discrete Time
January 30, 2020

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Webinar: Private Equity at Center Stage - Optimizing Total Portfolio Performance and Liquidity
December 10, 2019

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Webinar: Why a Total Portfolio Risk Model is not the Sum of the Specialist Models
November 21, 2019

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Webinar: On the Performance of Long-Term Momentum
October 23, 2019

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Webinar: Portfolio Construction Under Economic Scenarios
September 24, 2019

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Webinar: Methods for Joint Optimization of Multiple Related Portfolios: Householding and Beyond
August 29, 2019

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Webinar: On the Value of Portfolio Construction
July 25, 2019

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Webinar: Bad Benchmarks, Passive Investing and ETFs
June 25, 2019

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Webinar: Illiquidity Risk of Truly Illiquid Assets
May 30, 2019

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Webinar: Did the Global Financial Crisis Change Equity Markets for the Better or Worse?
April 30, 2019

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Webinar: Introducing Northfield's Global Pure Fixed Income Model
March 26, 2019

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Webinar: Dealing with Japanese, Frontier Equity Markets by Considering Non-Traditional Distributions
February 26, 2019

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Webinar: Accounting for Heterogeneity of Security Behavior with “Bottom Up” Asset Allocation
January 24, 2019

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Webinar: Dissecting Duration Times Spread
December 27, 2018

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Webinar: Why Maximizing IR is Wrong - Tracking Error and the Paradox of Active Management
November 27, 2018

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Webinar: Face Off: The Factor Model vs. the Commercial Real Estate Risk Premiums
October 30, 2018

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Webinar: The Fundamental Myths of Fundamental Models
September 27, 2018

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Online Workshop: Fulcrums, Levers, Pulleys and RAMP: The Northfield Analytics Framework and SAAS Platform - Modern tools for Risk Analytics
September 11, 2018

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Webinar: Parameterization of the Tax/Risk Tradeoff for High Net Worth Investors
August 28, 2018

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Webinar: The Second-Order Risk of Portfolio Factor Bets
July 24, 2018

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Webinar: Generating Tax Alpha
June 26, 2018

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Webinar: Maximizing RAROC: Turning the “Risk” Unit into a Profit Center
May 29, 2018

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Webinar: Return and Risk in Endogenous Time
April 26, 2018

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Online Workshop: The Northfield XRD Risk Models - A Different Perspective
April 10, 2018

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Webinar: The Liquidity Risk Time Bomb
March 27, 2018

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Webinar: Why Getting Risk Right Is Wrong
February 27, 2018

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Online Workshop: Optimization 101
February 15, 2018

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Webinar: Investment Management for Private Equity and Venture Capital General and Limited Partners: Risk, Return, and Diversification
January 23, 2018

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Webinar: Smart Beta Corporate Bond Portfolios
December 28, 2017

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Online Workshop: Complete Attribution for Quantitative Managers
December 12, 2017

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Webinar: The Lack of Market Volatility
November 30, 2017

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Online Workshop: Risk Models 101
November 16, 2017

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Webinar: Really Sustainable Long-Term Investing
October 24, 2017

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Webinar: Risk Systems That Read® Redux
September 28, 2017

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Complete Attribution of Risk & Return Demonstration
September 21, 2017

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Online Workshop: Northfield’s Model Blending Technology
September 14, 2017

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Webinar: Designing Quantitative Strategies
August 22, 2017

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Webinar: Fixing Active Management - Why Value Investing Works (or At Least Has Worked)
July 27, 2017

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Webinar: Active Mismanagement: Defining Optimal Portfolio Turnover
June 27, 2017

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Webinar: Use of Factor Models in the Presence of Higher Moments
May 30, 2017

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Online Workshop: Total Fund Risk Services
May 11, 2017

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Webinar: Retail Mutual Fund (mis)classification Evidence based on Style Analysis V2.0
April 26, 2017

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Online Workshop: Incorporating ESG Considerations into Optimizations
April 13, 2017

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Webinar: Risk, Uncertainty and Time Horizon: What Most Risk Models Get Wrong!
March 30, 2017

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Webinar: Minimum Variance Portfolios
February 28, 2017

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Online Workshop: Risk Tolerance in Optimizations
February 9, 2017

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Webinar: Replicating Residential Real Estate Returns with Liquid Market Instruments
January 26, 2017

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Webinar: Risk Parity, Factor Investing and US DOL Regulation of Defined Contribution Retirement Plans
December 20, 2016

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Webinar: Equity Factor Timing and Kiddie Bowling
November 29, 2016

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Webinar: Advanced Techniques for Wealth Managers and Family Offices
October 27, 2016

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Webinar: Credit Spreads - The Flipside of the Default Distribution
September 27, 2016

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Webinar: Passive Management, Market Efficiency and Long Term Return Premia
August 24, 2016

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Webinar: Estimation of Event Risk: Crashes, Brexit, and Whatever Comes Next
July 26, 2016

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Webinar: Global Wealth Management and the Panama Papers
June 30, 2016

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Webinar: Making Lifetime Investing Planning a Reality
May 24, 2016

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Webinar: Custom Hybrid Risk Models
April 28, 2016

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Webinar: Diversification and Real Estate, Part II
March 29, 2016

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Webinar: Rules-Based Style Rotation: Dynamic Switching between Smart Portfolios
February 23, 2016

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Webinar: An Optimized Approach to Scenario Driven Risk Simulations
January 28, 2016

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Webinar: Reconciliation of Default Risk and Spread Risk in Fixed Income
December 29, 2015

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Webinar: Risk Model Testing, or Horses for Courses
November 24, 2015

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Webinar: Back-testing: A Useful Tool or “Financial Charlatanism”?
October 22, 2015

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Webinar: Behavioral Aspects of Risk
September 29, 2015

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Webinar: Risk Model Testing and Regulatory Reporting
August 27, 2015

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Webinar: Diversification and Real Estate, Part I
July 28, 2015

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Webinar: Assessment of Corporate Credit and Counterparty Risk Using News Flow and Sentiment
June 30, 2015

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Webinar: Risk Systems That Read
May 28, 2015

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Webinar: The Choice of Model Factors Under Multiple Definitions of Risk
April 30, 2015

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Webinar: Optimal Deal Flow for Illiquid Assets
March 31, 2015

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Webinar: "Guaranteed" Alpha - Using Risk Budgeting to Improve Performance by Reducing Management Fees and Other Expenses
February 24, 2015

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Webinar: Alpha Estimation and the Definition of Asset Specific Risk
January 7, 2015

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Webinar: Smart Portfolios
November 20, 2014

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Webinar: Measuring Skill in Active Managers
October 1, 2014

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Webinar: Risk Management Priorities for Asset Owners - What Senior Management and Trustees Need to Know
August 26, 2014

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Webinar: Portfolio Optimization with VaR, CVaR, Skew and Kurtosis
July 16, 2014

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Asset Owner Webinar Series: Challenges Facing Asset Owners in Modeling Illiquid Assets as Part of an Overall Plan Portfolio
May 13, 2014

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Private Wealth Webinar Series: How Common Practice Falls Short of Best Practices
April 8, 2014

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Webinar: There’s More to Evaluating Risk in Real Estate Portfolios than Location, Location, Location!
March 5, 2014

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Webinar: Risk Decomposition of Investment Portfolios
January 29, 2014

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Webinar: Optimization 101
October 22, 2013

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Webinar: Liquidity Planning Tools and Strategy Capacity for Equity Markets
January 23, 2013

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Webinar: Third Generation Northfield Risk Models
November 8, 2012

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Webinar: Wealth Management, Investor Suitability, Fiduciary Requirements and Financial Regulation
September 19, 2012

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Online Workshop: How to Use the Northfield Optimizer in R and MATLAB®
April 3, 2012

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Online Workshop: Recent Product Enhancements from Northfield Research
September 13, 2011

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Webinar: A Detailed Examination of Minimum Variance and Low Volatility Equity Strategies
July 12, 2011

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Online Workshop: Optimization for Northfield Users
May 10, 2011

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Webinar: Key Elements of Risk Control for Asset Managers
March 8, 2011

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Online Workshop: Lies and Perfomance Attribution
January 25, 2011

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Webinar: Redefining Private Equity Real Estate Risk
December 7, 2010

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Webinar: The Central Paradox of Active Management
October 19, 2010

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DATA PROTECTION: In accordance with the current regulations on the protection of personal data, Regulation (EU) 2016/679 of 27 April 2016 (GDPR), we inform you that personal data and e-mail address, collected from you or public sources, will be processed by Northfield Information Services, Inc. for sending communications about our products and services, and will be retained as long as there is a mutual interest in doing so. The data will not be shared with third parties, unless we are legally obliged to do so. We inform you that you can exercise your rights of access, rectification, portability and deletion of your data and your rights of limitation and opposition to the processing of your data by contacting us at 2 Atlantic Avenue, Floor 2, Boston, MA 02114, USA or by sending an e-mail to staff@northinfo.com.

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