Event Profile

CAIA Chicago Black Swans, Tail Risks and Efficient Portfolios

Date(s):
April 4, 2019
Note:
All times listed are in local time
Venue:
W Chicago- City Center
172 W Adams St.
Chicago, IL 60603 
Fee(s):
Free Event
Description:
CAIA Chicago Educational Event
Black Swans, Tail Risks and Efficient Portfolios
 
CME Group, in partnership with Efficient Capital Management and CAIA Association, invites you to our upcoming industry event on Thursday, April 4, in Chicago.

Our keynote speaker, Larry Swedroe, Director of Research, and member of the firm's Investment Policy Committee at Buckingham Strategic Wealth, will discuss the science of investing to reduce the risk of black swans and create efficient portfolios. Complimentary copies of his book, Reducing the Risk of Black Swans, will be given to attendees.

A panel discussion (see panelists below) will follow with topics ranging from alternative risk premia, managed futures, variable risk premium, reinsurance, and alternative lending risk premium.

The event includes two networking receptions.
 
Panelists 
Sarah Jiang 
Managing Director, Global Premia Team, AQR
 
Kevin Grogan 
Director of Investment Strategy, Buckingham Strategic Wealth 
 
Joseph Morgart
Vice President, Amundi Pioneer
 
Moderator
 Marat Molyboga 
Chief Risk Officer, Efficient Capital Management 

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W Chicago- City Center
Documents to share:
Kevin Grogan
Organization: Buckingham Strategic Wealth


Kevin has co-authored two books. In April of 2014, he and Larry Swedroe released “Reducing the Risk of Black Swans: Using the Science of Investing to Capture Returns with Less Volatility.” His first book was “The Only Guide You’ll Ever Need for the Right Financial Plan,” co-authored with Larry Swedroe and Tiya Lim. Kevin holds an MBA from Saint Louis University and a bachelor’s of science in finance from Missouri State University in Springfield. He is also a Chartered Financial Analyst (CFA) and a Certified Financial Planner professional.


Sarah Jiang
Organization: AQR Capital Management, LLC


Sarah is a researcher and portfolio manager on AQR’s Global Alternative Premia multi-strategy team, focusing on the firm’s DELTA, Style Premia, and multi-fund products. Prior to her current role, she held a similar role on the firm’s Global Stock Selection team. Sarah joined AQR in 2008 from the University of Pennsylvania, where she graduated from the prestigious Jerome Fisher Program in Management and Technology with a B.S. in economics from the Wharton School and a B.S.E. in computer science from the School of Engineering and Applied Science.


Marat Molyboga
Organization: Efficient Capital Management


Marat Molyboga is the Chief Risk Officer and Director of Research at Efficient, where he helps shape strategic priorities as a member of the Leadership Team. He began his career at Efficient in 2001 as a Research Analyst. His expertise is in CTA performance evaluation and portfolio construction. Mr. Molyboga is a Financial Risk Manager designee (FRM), a Chartered Financial Analyst (CFA), and holds a Series 3 license. He graduated with high honors from Moscow State University in 2001 with a Masters in Financial Mathematics. He also graduated with honors from the University of Chicago's Booth School of Business in 2013 with an MBA in Finance, Economics and Strategic Management.


Joseph Morgart
Organization: Amundi Pioneer Asset Management


Joseph Morgart is a Client Portfolio Manager at Amundi Pioneer, focusing primarily on alternative investment strategies. Prior to joining Amundi Pioneer, Joseph was a Senior Vice President at Pyramis Global Advisors, where he led the firm’s efforts to build and develop its alternatives infrastructure, including product development, product management and operational support.


Larry Swedroe
Organization: Buckingham Strategic Wealth


As Director of Research for Buckingham Strategic Wealth and The BAM ALLIANCE, Larry Swedroe spends his time, talent and energy educating investors on the benefits of evidence-based investing with enthusiasm few can match. Larry was among the first authors to publish a book that explained the science of investing in layman's terms, "The Only Guide to a Winning Investment Strategy You'll Ever Need." He has since authored seven more books.