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Next Boston QWAFAFEW Meeting: Tuesday, 20 Jun 2017

June 20, 2017 @ 6:00 pm - 8:00 pm

Next Boston QWAFAFEW Meeting: 

Tuesday, 20 Jun 2017


Time: 6:15 PM sharpe

3rd Floor of the Tennis & Racquet Club, 939 Boylston Street

RSVP to hugh@QWAFAFEW.org


QWAFAFEW Mailing List



Investment Horizon and Portfolio Selection


QWAFAFEW discussions led by:


Martin Tarlie, PhD, CFA



This presentation introduces a method of portfolio selection based on that idea that investment risk is not having enough wealth when you need it. Not having enough wealth translates into a required return. When you need wealth translates into an investment horizon. These two simple ingredients, when combined with asymmetric preferences for wealth above and below the target, result in a portfolio selection process that depends explicitly on the time horizon, in new and interesting ways.

Download: Boston_QWAFAFEW_June_20_2017_Version_20170530



Martin Tarlie, PhD, CFA, is a Managing Director and Senior Researcher for QMA, working with the Global Portfolio Solutions team. His responsibilities include research for quantitative equity and asset allocation strategies. Previously Martin worked at GMO in a variety of research and portfolio management roles. Prior to GMO, Martin worked as a quantitative analyst for Breakwater Trading and as a fundamental equity analyst at Marlin Capital Corp. as the director of research. Martin earned his BS in Physics and Mathematics from the University of Michigan, his MS and PhD in Theoretical Physics from the University of Illinois at Urbana-Champaign, and his MBA from the University of Chicago Graduate School of Business. He was also a Postdoctoral Research Fellow in Theoretical Condensed Matter Physics at the James Franck Institute at the University of Chicago.


Please RSVP hugh@QWAFAFEW.org


QWAFAFEW Mailing List




All annual dues ($150) should be paid to Boston QWAFAFEW by credit card, Bitcoin or check.

By credit card (PayPal)



By Bitcoin

Send us Bitcoin, our address is:


Please send a separate email identifying your anonymous payment.


By check:

Executive Management Associates

12 Academy Avenue

Atkinson, NH  03811




Please RSVP for all meetings you plan to attend: hugh@QWAFAFEW.org

Guests who do not RSVP may have to wait to enter the meeting, due to space constraints (capacity=100, BFD).


Guest fees ($30) can be paid through EMA (check or PayPal, bring receipt) or bitcoin (at address above). We still allow walk-ins (space permitting). The $30 guest fee can be paid by bitcoin, cash or check at the door, no credit cards at the meeting. Please bring exact change (eg: two twenties = $40 Guest Fee).


As always, if you have names or discussion topics, please forward them to any member of the Steerage Committee


Questions, comments:



Steerage Committee

Hugh Crowther

Dan diBartolomeo

Mike Dunn

Steve Gaudette

Sri Krishnamurthy

Mark Kritzman

John Minahan

Donna Cool Murphy (Dinners)

Larry Pohlman

Dan Potter

Dan Rie

Evan Schulman

Michael Wilcox


The members of the Steerage Committee are responsible for coordinating the program content.

Program suggestions from members are always welcome.


RSVP to: hugh@QWAFAFEW.org


June 20, 2017
6:00 pm - 8:00 pm


Tennis & Racquet Club
3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,
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