Edition 2013: Program

 March 1st

9.30 -

Enhanced optimal portfolios

Lars Kaiser, University of Lichtestein

10.00 -

Variation On Minimum Variance

Ruben Falk – Capital IQ

10.30 -

(R)evolution of Indexing Methods: Why Was Diversification Forgotten?

Daniel Leveau  - 1741 Asset Management Ltd.

11.30 -

Panel discussion: Active Vs Passive Approach

Chairman: Stefano Gaspari

Simone Rosti, Giancarlo Sandrin, Mauro Giangrande, Daniel Leveau, Tom Vinaimont

12.30 -

Tiziano Vargiolu - Università degli Studi di Padova

The right time to enter

13.00 -

Networking Lunch

14.00 -

Surviving the Survivorship Bias

Francesco Corielli, Bocconi University

14.30 -

AT9000 (ISO) a seal of quality for Quantitative Finance?

Andrew Kumiega, IIT

15.00 -

Target Return Strategy

16.00 -

An Anatomy of Fundamental Indexing

Tom Vinaimont, City University of Hong Kong

16.30 -

Hedge Fund Replication

Andreas Shroeders, Ignis Asset Management

17.30 -

End of conference