November 4 & 5 - The Gleacher Center, Chicago, IL
The Center for Research in Security Prices (CRSP), at the University of Chicago Booth School of Business, was founded in 1960 under the direction of Professors Lawrence Fisher and James Lorie. To commemorate CRSP’s 50-year anniversary, the theme for CRSP Forum 2010 is: Modern Finance – Past, Present and Future. This 1-1/2 day program bridges academic theory with industry practice by assembling a distinguished group of keynote speakers, discussion panelists and research paper presentations.
Thursday, November 4
The keynotes for Thursday, November 4, include Chicago Booth Professors John Heaton and Lubos Pastor in the morning session. Kenneth J. Heinz, CFA, President of Hedge Fund Research Inc., and and S&P Chief Investment Strategist Sam Stovall will present in the afternoon session.
Professors Heaton and Pastor will present an early look at the research behind CRSP's new index series.
Mr. Heinz’s firm specializes in the areas of indexation and analysis of hedge funds and he will present an industry update based on recent data and reports published by HFR.
Mr. Stovall will share his analysis on whether diversification failed investors in the recent market crash and if Modern Portfolio Theory still relevant in the post-crash market.
The Panel for Thursday, November 4, will be moderated by Jason Zweig, author, editor and personal finance columnist for the Wall Street Journal. The panel will include Rodney Sullivan, CFA, head of publications for the CFA Institute, Gregg Gordon, President of the Social Science Research Network (SSRN), and Daniel Giamouridis, Assistant Professor of Finance in the Department of Accounting and Finance at the Athens University of Economics and Business and a Senior Visiting Fellow at Cass Business School. The focus for this panel discussion will be on how quality research is identified and selected for publication and for application in an investment strategy.
Friday, November 5
The morning keynotes for Friday, November 5, include Mark Kiesel, Managing Director at PIMCO and Suzanne Duncan, Financial Markets Industry Leader, IBM Institute for Business Value.
Mr. Kiesel will provide his unique perspective on the credit markets just as the midterm election passes and the New Year approaches.
Ms. Duncan will share the results of her landmark,18-month study on the future of investment management. Learn how nearly 3000 industry professionals responded to these 4 questions: Which forces are disrupting the industry? What will clients be willing to pay for? How will the basis for competition change? And what steps should financial markets firms take to prosper over the next three years?
The program also includes more than 5 hours during which attendees may choose from a wide range of research paper presentations.
Networking opportunities with colleagues, exhibitors and sponsors are also built into the program. A continental breakfast will be served on Thursday and Friday. Lunch and a reception from 5:30 to 7:00 PM on Thursday evening are also included.
CFA Institute has approved this program, offered by the Center for Research in Security Prices (CRSP) at the University of Chicago Booth School of Business, for 9.5 CE credit hours. If you are a CFA Institute member, CE credit for your participation in this program will be automatically recorded in your CE Diary.