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Seminar Series

Posted by: Mark Cardy

May 11, 2017

Seminar Title: Why Active Managers Should Not Try to Maximize Information Ratio

5 – 7pm, 29 October 2018 – RiskLab Event: Seminar and drinks/finger food

Discussion topic: Why Active Managers Should Not Try to Maximize Information Ratio

Discussion leader: Dan Dibartolomeo (President of Northfield Information Services)

Dan will begin by discussing why conventional modelling techniques of active risk are not sensible. He will then present a new modelling method from Northfield that has the interesting side effect that maximizing the information ratio is a flawed objective for active managers. The first half of this event is likely to be more “presentation” than “discussion”, but those of you who know Dan know the quality of his material, as well as his appetite for robust discussion.

Agenda:

  • 5.00-5.30pm pre-drinks
  • 5.30-6.30pm seminar and discussion
  • 6.30-7.00pm networking

Time 5:00pm (Pre-drinks and Food), 5:30pm (Seminar will start)   Location: Data 61’s Demonstration Lab at 710 Collins Street, a short walk from Southern Cross Station

Cost: Free