Advancing the Field of Quantitative Finance
formerly the IAFE


Event: Cutting Edge Techniques for Practitioners
Date: November 18
Time: 8 am to 2 pm
The New York Helmsley Hotel
212 East 42nd Street

Description: Presented by the Society of Quantitative Analysts....

“Cutting Edge Techniques for Practitioners”

Mathematics and finance have been inextricably linked for hundreds of years. Now, in the 21st century, finance is the primary testing ground for a wide range of new mathematical techniques. In this half-day seminar, four distinguished speakers from the academic and practitioner worlds will illuminate cutting edge applications of mathematics to finance, each addressing an issue facing investors and portfolio managers today. The work presented will be of interest to practitioners and academics alike.


8:30 AM – 9:00 AM Registration / Continental Breakfast

9:00 AM – 10:15 AM Harry Markowitz and the Discretionary Wealth Hypothesis

Jarrod Wilcox, Ph.D.
President – Wilcox Investment, Inc.

10:15 AM – 11:15 AM
Can High Frequency Data Improve Risk Forecasts?

Jian Yang Ph.D.
Vice President, Head of Portfolio Analytics – ITG Inc.

11:15 AM – 11:30 AM
Refreshment Break

11:30 AM – 12:30 PM
The Estimation of Transaction Costs

Andrew Mullhaupt, Ph.D.
Director of Research – Meridian Group
S.A.C. Capital Management

12:30 PM – 2:00 PM
Keynote Luncheon Presentation
Inference About Survivors

Rob Stambaugh, Ph.D.
Ronald O. Perelman Professor of Finance
Wharton School of the University of Pennsylvania

2:00 PM Program Adjourns