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NORTHFIELD UPCOMING EVENTS
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RESEARCH WEBINAR - HARNESSING THE POTENTIAL OF MULTIFACTOR ATTRIBUTION
Open For Registration

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Date:
May 21, 2024
Cost (USD):
No Charge
Details:
The webinar will start at 10:00 AM EDT

This webinar is co-produced by Northfield and Confluence Technologies. Northfield President Dan diBartolomeo and Confluence Head of Analytics Product Management, Tom Wieczorek will be the featured presenters.

 
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NEWPORT SUMMER RESEARCH SEMINAR
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Open For Registration - 38 Spaces Left

Date:
June 12, 2024
Cost (USD):
No Charge
Place:
International Tennis Hall of Fame
194 Bellevue Avenue
Newport, RI
Contact:
Kathy Prasad
617.208.2020
kathy@northinfo.com
Downloads:
 
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ARPM ADVANCED RISK AND PORTFOLIO MANAGEMENT BOOTCAMP
July 8-11, 2024 - Live Streaming and in Person - New York University
Open For Registration

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Date:
July 8, 2024
Cost (USD):
Northfield Affiliate Rate: $2,000
Details:
The Advanced Risk and Portfolio Management (ARPM) Quant Bootcamp is the most comprehensive 4+2 days overview course in advanced Data Science with applications to Quantitative Finance, clarifying how all topics fit together.

The Quant Bootcamp provides a quick, intense tour of the topics covered in greater depth in the Quant Marathon, covering the same topics as the Quant Marathon in only six days, rather than in six one-semester courses .

Networking
The Quant Bootcamp provides multiple networking opportunities:

  • e-Lounge: online venue to socialize with hundreds of fellow Bootcampers from worldwide and ARPM instructors
  • Social Mixer: an informal gathering to mingle, chat, play, share memories
  • Guest speakers: world renowned quants have presented at the Quant Bootcamp

Achievements
  • A Statement of Completion, which also contributes toward attainment of the ARPM Certification
  • 40 GARP CPD
  • Academic credits at partner universities
    Contact:
    information@arpm.co
     
    MY EVENTS SCHEDULE
    CONFERENCE PROCEEDINGS ARCHIVES
    x
    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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    x
    Webinar: Cointegration of Sector Returns
    March 28, 2024

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

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

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

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    x
    Webinar: Designing Quantitative Strategies
    August 22, 2017

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

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

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

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    x
    Online Workshop: Total Fund Risk Services
    May 11, 2017

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

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

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

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    x
    Webinar: Minimum Variance Portfolios
    February 28, 2017

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    x
    Online Workshop: Risk Tolerance in Optimizations
    February 9, 2017

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

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

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

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

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

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

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

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

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

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

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    x
    Webinar: Behavioral Aspects of Risk
    September 29, 2015

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

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

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

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    x
    Webinar: Risk Systems That Read
    May 28, 2015

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

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

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

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

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    x
    Webinar: Smart Portfolios
    November 20, 2014

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    x
    Webinar: Measuring Skill in Active Managers
    October 1, 2014

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