Upcoming Talks – Please Come.
- Crowded Spaces and Anomalies. Sanford Bernstein 21st Annual New York Conference, New York, NY. October 17, 2024.
- Crowded Spaces and Anomalies. EFMA Annual Conference, Lisbon, Portugal. June 29, 2024.
- Discussant of Paper “(Im)perfect Substitutes: Business Angels andCrowd Sourced Start-up Funding”. EFMA Annual Conference. Lisbon, Portugal. June 29, 2024.
- Crowded Spaces and Anomalies. Invited Talk at Collegio Carlo Alberto, Turin, Italy. June 27, 2023.
- Discussant of Paper “Carbon Policy Surprises and Stock Returns: Signals from Financial Markets”. 4th LTI – Bank of Italy Workshop Long-term investors’ trends: theory and practice. Turin, Italy. June 26, 2023.
- The Economy, the Financial Markets and the Corona Virus: Graphs and Tables Update (Full Presentation Below). San Francisco, CA. February 10, 2021.
- Crowded Spaces and Anomalies. Presentation as Finalist from the Cromwell Prize, PanAgora Asset Management. Zoom. November 30, 2022.
- Enhanced Indexing and Selectivity Theory. WEAI Annual Conference. Zoom. June 27, 2021.
- Discussant of Optimal Intervention on Strategic Fails in Repo Markets by Hiroki Fukai. WEAI Annual Conference. Zoom. June 27, 2021.
- Beta and Firm Age. SFA Annual Conference. La Quinta, CA. November 20, 2020.
- New Observations on Crowding and Selectivity Theory. Bernstein’s 17th Annual Quantitative Finance Conference. Zoom Around the World. October 13, 2020.
- One of the Oddest Days in Oil Futures History. San Francisco, CA. April 21, 2020.
- The Economy, the Financial Markets and the Corona Virus. San Francisco, CA. April 13, 2020.
- Crowding and the Future of Active Management Panel. UBS Quantitative Investing Conference. Surfing the Crowd. York, NY. November 6, 2019, 3:00 PM.
- The Crisis of Crowding. New Discoveries and Other Thoughts. UBS Quantitative Investing Conference. Surfing the Crowd. York, NY. November 6, 2019, 1:40 PM.
- Liquidity in an Efficient and Stable Financial System. Panel Discussion with Vineer Bhansali, Harold Benink, Courtney Garcia, and Amine Tarazi at 4th Annual Chapman Conference on Money and Finance. Orange, CA. September 6, 2019, 3:45 PM.
- Manager Skill and Portfolio Size with Respect to a Benchmark. WEAI 94th Annual Conference. San Francisco, CA. July 2, 2019, 8:15 AM.
- Discussant of “Term Structure Estimation with Missing Data: Application for Emerging Markets”. WEAI 94th Annual Conference. San Francisco, CA. July 2, 2019, 8:15 AM.
- Towards a Theory of Crowding. Topics in Crowding Session. WEAI 94th Annual Conference. San Francisco, CA. July 1, 2019, 4:30 PM.
- Discussant “Trade Less and Exit Overcrowded Markets: Lessons from International Mutual Funds”. Topics in Crowding Session. WEAI 94th Annual Conference. San Francisco, CA. July 1, 2019, 4:30 PM.
- Discussant of “Short-term Responses of Financial Market in Poland to the National Bank of Poland (NBP) Monetary Policy Announcements”. WEAI 94th Annual Conference. San Francisco, CA. July 1, 2019, 12:30 PM.
- The Challenges of Oil Investing: Contango and Crowding. WEAI 94th Annual Conference. San Francisco, CA. July 1, 2019, 12:30 PM.
- Crowding. Bloomberg. San Francisco, CA. December 19, 2018.
- Discussant of Crowds, Crashes, and the Carry Trade. EFMA Annual Conference. Milan, Italy. June 29, 2018.
- The Life Cycle of Beta. EFMA Annual Conference. Athens, Greece. June 28, 2017.
- The Crisis of Crowding: More Stories and More Evidence. Pathway San Francisco and Silicon Valley Study Tour 2017. San Francisco, CA. May 2, 2017.
- Portfolio Construction and Crowding. Southwestern Finance Association Annual Conference. Little Rock, Arkansas. March 10, 2017.
- Challenges with the ETF Market Today and Future Products. Cantor Fitzgerald’s Investment Revolution: A Comprehensive Investment and Risk Management Workshop. Washington DC. April 4, 2017.
- The Year Forward. Cantor Fitzgerald’s Investment Revolution: The Future of Investing & Risk Management. Sacramento, CA. December 1, 2016.
- Portfolio Construction and Crowding. Key Note Speaker. The Sixth Annual Public Investor’s Conference at World Bank. Washington D.C. November 7 and 8, 2016.
- The Crisis of Crowding. Latest Discoveries. The Fourth Annual Behavioral Finance Symposium. San Francisco, CA. Invited Speaker. November 5, 2016.
- The Crisis of Crowding. Latest Discoveries and New Challenges. Presentation to Delegates of Australian Financial Services. Sponsored by Implemented Portfolios. San Francisco, CA. Invited Speaker. September 13, 2016. 1 P.M.
- The Crisis of Crowding. Stories and New Findings. Bank for International Settlements. Basel, Switzerland. Invited Speaker. June 29, 2016 11:00 AM.
- Weighting Issues in ETF Construction. Panel with David Smith and Ron Jones. Cantor Fitzgerald’s Investment Revolution Conference. Washington DC. Invited Speaker. April 5, 2016 3:15 PM.
- Individual Commodity Exposure versus Using Indexes. Panel with Lori McKnight, Sunil Pai, John Love, and Brad Carpenter. Cantor Fitzgerald’s Investment Revolution Conference. Washington DC. Invited Speaker. April 5, 2016 1:45 PM.
- The Crisis of Crowding. Stories and New Findings. The Trading Show of the West. San Francisco, CA. Invited Speaker. March 3, 2016 5:00 PM.
- Investor Crowding as a Result of Commonality in Investment Strategies . The Third Annual Behavioral Finance Symposium. San Francisco, CA. Invited Speaker. November 14, 2015.
- ETF Evolution: Active and Passive across the Asset Allocation Spectrum. Trends in Index Development (Alternative Weighting and Equal Weighting, Factor Based Indices, and Anomalies). Austin, Texas. Invited Speaker. October 24, 2015. 2:15-3:15 PM
- Crowded Spaces and Copycat Risk Management. Promontory Group and Associates. New York, NY. Invited Speaker. October 20, 2015. Noon-2 PM
- Crowded Spaces and Copycat Risk Management. Quantitative Work Alliance for Applied Financial Education Society (QWAFAFEW) of San Francisco. San Francisco, CA. Invited Speaker. October 8, 2015. 5:30 PM
- Crowded Spaces and Copycat Risk Management. Evidence from the Crisis of Crowding. CFA Society of San Francisco, 235 Montgomery Street, Suite 643. San Francisco, CA. Invited Speaker. September 15, 2015. 12:00 PM – 1:30 PM.
- The LifeCycle of Beta. Western Economic Association International Conference, Honolulu, Hawaii. July 2, 2015.
- Crowded Spaces and Copycat Risk Management. Western Economic Association International Conference, Honolulu, Hawaii. July 1, 2015.
- Managing a Million Dollars. University of San Francisco, San Francisco, CA. Alumni Event. January 16, 2015 12:00 PM.
- Spotting the Crowd. Behavioral Finance: The Financial Game Changer, Golden Gate University, San Francisco, CA. Invited Speaker. November 8, 2014, 9:15 AM.
- Some Stories about the Financial Markets in 2014. Forbes and Finance in the Silicon Valley, Menlo Park, CA. Invited Speaker. October 29, 2014, 7 PM.
- The Crisis of Crowding. Tales from the Financial Crisis of 2008. New York Society of Security Analysts, New York, NY. Invited Speaker. March 6, 2014, 6 PM.
- Case Study: Rehashing Fannie and Freddie. GARP Annual Risk Management Convention, New York, NY. Invited Speaker. March 4, 2014.
- The Review of the Financial Markets for 2013. January 4, 2013.
- Determining Whether a Stock (or Stocks) Traded Efficiently and the Deutschebank Decision (w/ Alan Cox). Gibson Dunn, San Francisco, CA. Invited Speaker. December 4, 2013.
- The Crisis of Crowding. Risk and Investor Reactions in a Crowded Trading Space. Presented at Brains, Biases and Bull Markets. Symposium on Behavioral Finance and Economics. Golden Gate University, San Francisco, CA. Invited Speaker. November 9, 2013.
- Determining Whether a Stock (or Stocks) Traded Efficiently (w/ Alan Cox). Latham & Watkins, San Francisco, CA. Invited Speaker. October 15, 2013.
- The Crisis of Crowding. Tales from the Financial Crisis of 2008. Unitarian Universalist Breakfast Forum, Martin Luther King Room, First Uniterian Universalist Church, 1187 Franklin Street, 9:00 AM, San Francisco, CA. Invited Speaker. October 13, 2013.
- The Crisis of Crowding: Tales from the Financial Crisis and the Ongoing Risk of Copycat Trading. CFA Society of San Francisco, 300 Montgomery Street, Noon. San Francisco, CA. Invited Speaker. August 28, 2013.
- Crowded Trades and Lessons from the Financial Crisis of 2008. Proshares, Bethesda, MD. Invited Speaker. April 10, 2013.
- The Crisis of Crowding. Tales from the Financial Crisis of 2008. CFA Society of Virginia, Richmond, VA. Invited Speaker. April 9, 2013.
- The Crisis of Crowding. Tales from the Financial Crisis of 2008. Konkuk University, Seoul, Korea. Invited Speaker. March 26, 2013.
- The Crisis of Crowding. Tales from the Financial Crisis of 2008. Chung-Ang University, Seoul, Korea. Invited Speaker. March 25, 2013.
- The Crisis of Crowding. Tales from the Financial Crisis of 2008 and Ideas for Measuring Crowding. Bank for International Settlements, Hong Kong, China. Invited Speaker. March 13, 2013.
- The Crisis of Crowding. Tales from the Financial Crisis of 2008. CFA Society of Los Angeles, Los Angeles, CA. Invited Speaker. February 21, 2013.
- The Crisis of Crowding. Tales from the Financial Crisis and the Ongoing Risk of Copycat Trading. Institute for Private Investors’ Winter Forum, San Francisco, CA. Invited Speaker. February 14, 2013.
- The Review of the Financial Markets for 2012. January 2, 2013.
- The Crisis of Crowding. Stories from the Financial Crisis of 2008. IMCA Winter Specialty Conference, Scottsdale, Arizona. Invited Speaker. December 4, 2012.
- The Crisis of Crowding. Stories from the Financial Crisis of 2008. Books, Inc., San Francisco, CA. Invited Speaker. November 13, 2012.
- The Crisis of Crowding. Stories from the Financial Crisis of 2008. The School of Politics and Economics at Claremont Graduate University, Claremont, CA. Invited Speaker. October 9, 2012.
- Quantitative Investing, Life Lessons, and the Crisis of Crowding. Pitzer Investment Club, Claremont, CA. Invited Speaker. April 14, 2012.
- A Multi-Asset Approach to Hedging Inflation for a U.S. Investor. Russell Investments, Seattle, Washington. January 17, 2012.
- Home Bias and International Betting Markets: Can Institutional Constraints and Behavioral Biases Lead to Arbitrage Profits? Milken Institute, Santa Monica, CA. July 22, 2011.
- A Comparison of Quantitative and Qualitative Hedge Funds. Vlerick School of Management, Gent, Belgium. April 11, 2011.
- Exchange Traded Funds: Some Insights from the Trenches, ISCTE Business School, Lisbon, Portugal. Invited Speaker. April 5, 2011.
- A Comparison of Quantitative and Qualitative Hedge Funds, ISCTE Business School, Lisbon, Portugal. Invited Speaker. April 4, 2011.
- A Comparison of Quantitative and Qualitative Hedge Funds, PIMCO, Newport Beach, CA. Invited Speaker. February 16, 2011.
- The Review of the Financial Markets in 2011. January 18, 2011.
- Hedging Inflation Internationally, European Financial Management Association Conference, Aarhus, Denmark. June 25, 2010.
- A Comparison of Quantitative and Qualitative Hedge Funds, European Financial Management Association Conference, Aarhus, Denmark. June 2010.
- Hedging Inflation Internationally, Financial Management Association European Conference, Hamburg, Germany. June 2010.
- A Comparison of Quantitative and Qualitative Hedge Funds,Cambridge Research Associates, Pasadena, California. May 2010.
- Some Thoughts about Portfolio Management, Emerging Markets Management L.L.C., Arlington, VA. May 2010.
- A Multi-Asset Approach to Inflation Hedging for a US Investor, Investment Management Consultants Association Conference, Orlando, Florida. Invited speaker. May 2010.
- The Review of the Financial Markets in 2009. January 21, 2010.
- No Chills or Burns from Temperature Surprises: An Empirical Analysis of the Weather Derivatives Market,European Financial Management Association Conference, Milan, Italy. June 26, 2009.
- Trading Weather. How Efficient Are Markets? Penn Club, New York City. February 19, 2009.
- Banks, Bonds, and Bailouts: Government Policy and the Financial Market. Pomona College, Claremont, CA. February 14, 2009.
- The Review of the Financial Markets in 2008. Pomona College, Claremont, CA. January 26, 2009.
- Home Bias and International Betting Markets: Can Institutional Constraints and Behavioral Biases Lead to Arbitrage Profits? Pomona College, Claremont, CA. October 28, 2008
- A Case Study on Risk Management. Lessons from the Collapse of Amaranth Advisors, L.L.C., FMA Meeting, Grapevine, Texas, October 9, 2008
- The World Financial Crisis, Pomona College, Claremont, CA. September 17, 2008
- Corporate Scandals and the Response of Dividend Payout Changes. Orfalea Business School, San Luis Obispo, CA. December 1, 2006.
- Stock Screening and Ranking, CFA Institute Webcast, Filmed at Georgetown University, Washington DC. November 28, 2006.
Past PresentationsÂ
