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CAIA Australia Education Event: Systematic Investing in Fixed Income - Sydney - Wednesday, 31st October, 2018
Date(s):
October 31, 2018
Note: All times listed are in local time
Venue:Credit Suisse
1 Macquarie Place Level 31, Gateway
Sydney, 2000
Fee(s):Free Event
Description:Systematic Investing in Fixed Income
Wednesday, October 31st, 2018 Systematic style investing is increasingly popular in equity markets but much less frequently applied in fixed income markets. Please join Scott Richardson, Ph.D., from AQR as he explains the intuition behind these systematic factors and shows their historical efficacy within fixed income markets, whether in selecting government bonds or corporate bonds. Fixed income may be the next frontier for style investing. Presenter:
Scott Richardson, Ph.D., Principal Scott is a researcher and portfolio manager in AQR’s Global Alternative Premia group, and is co-Head of the Fixed Income Research team overseeing research in credit and fixed-income markets. He is also involved with equity research for the firm’s Global Stock Selection group. Prior to AQR, he was a professor at London Business School, where he still teaches M.B.A. and Ph.D. classes. He has held senior positions at BlackRock (Barclays Global Investors), including head of Europe equity research and head of global credit research, where he oversaw research and investment decisions at BGI for both total return and absolute return products across credit and equity markets. He began his career as an assistant professor at the University of Pennsylvania. He is an editor of the Review of Accounting Studies and has published extensively in leading academic and practitioner journals. In 2009 he won the Notable Contribution to Accounting award for his work on earnings quality and accruals. Scott earned a B.Ec. with first-class honors from the University of Sydney and a Ph.D. in business administration from the University of Michigan. Agenda
12:30 PM Registration and light lunch
12:45 PM Presentation with Scott Richardson and Q&A 1:45 PM Networking
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Speaker information is not available at this time.
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