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December 2017

Next Boston QWAFAFEW Meeting: Tuesday, 19 Dec 2017

December 19, 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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$30

Next Boston QWAFAFEW Meeting: Tuesday, 19 Dec 2017 Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org QWAFAFEW Mailing List   Live from New York, A QWAFAFEW discussion led by: Herb Blank The Case for Reverse Market-Cap Indexing Abstract Index investing can trace it roots back almost 50 years.  However, the dynamics around implementing index portfolios have changed as capital markets have evolved, opening up new discussions around the possibilities and potential benefits of…

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January 2018

Next Boston QWAFAFEW Meeting:  Tuesday, 16 Jan 2018

January 16 @ 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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$30

Next Boston QWAFAFEW Meeting: Tuesday, 16 Jan 2018   Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org Mailing List and Payment Link: http://boston.qwafafew.org/ Optimal Volatility:  A New Volatility-Managed Approach   A QWAFAFEW discussion led by: Nardin L. Baker, CFA South Street Investment Advisors   Abstract In the last few years, assets invested in risk-managed equity strategies have grown rapidly.  Investors are not steadily compensated for risk they take in the stock market.  During periods of high…

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February 2018

Next Boston QWAFAFEW Meeting:  Tuesday, 20 Feb 2018

February 20 @ 6:00 am - 8:00 pm
Tennis & Racquet Club, 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,
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$30

Next Boston QWAFAFEW Meeting:  Tuesday, 20 Feb 2018Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org Mailing List and Payment Link: http://boston.qwafafew.org/ Securitizing Equity Returns     A QWAFAFEW discussion led by:   Keith Quinton Abstract Income-oriented investors often buy equities directly or via equity mutual funds. This has been true for both the long-term but has been particularly pronounced during the post Financial Crisis low- or zero- interest rate policy period. Investors "forced" to buy…

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March 2018

Next Boston QWAFAFEW Meeting:  Tuesday, 20 Mar 2018

March 20 @ 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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$30

Next Boston QWAFAFEW Meeting:  Tuesday, 20 Mar 2018   Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org Mailing List and Payment Link: http://boston.qwafafew.org/ Machine Learning Takeovers   A QWAFAFEW discussion led by: Yin Luo   Abstract The upside from participating a takeover transaction before the deal is announced is enormous. However, predicting takeover targets has long been proven to be extremely difficult. In this research, we first explore a large number of both traditional and…

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April 2018

Next Boston QWAFAFEW Meeting:  Tuesday, 17 Apr 2018

April 17 @ 6:00 pm - 8:00 pm
$30

Next Boston QWAFAFEW Meeting: Tuesday, 17 Apr 2018 Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org Mailing List and Payment Link: http://boston.qwafafew.org/ Asset Allocation:  Fallacies, Challenges, and Solutions A QWAFAFEW discussion led by:   MARK KRITZMAN Abstract Academics and practitioners have made great strides in applying modern portfolio theory to structure efficient, real-world portfolios. Yet many crucial challenges still remain. Mark Kritzman will share insights from his new book with Will Kinlaw and David…

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May 2018

Next Boston QWAFAFEW Meeting:  Tuesday, 15 May 2018

May 15 @ 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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$30

  Next Boston QWAFAFEW Meeting:  Tuesday, 15 May 2018Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org Mailing List and Payment Link: http://boston.qwafafew.org/ Standards, Ethics, and Estimation Error in Portfolio Optimality A QWAFAFEW discussion led by:  Richard Michaud, PhD Abstract Ever since Michaud (1989), estimation error has been understood as the reason for ambiguity and instability in Markowitz mean-variance (MV) portfolio optimization.  Jobson and Korkie (1981) have shown that MV optimization can be far worse than…

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June 2018

Next Boston QWAFAFEW Meeting:  Tuesday, 19 Jun 2018

June 19 @ 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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$30

Next Boston QWAFAFEW Meeting:  Tuesday, 19 Jun 2018   Using Brand Loyalty to Extract Alpha From Big Data A QWAFAFEW discussion led by: Richard C. Davis   Abstract Peter Lynch used consumer focus groups and the concept of "brand loyalty" as a key equity selection criteria while managing the Magellan Fund at Fidelity Investments from 1977 to 1990. During that time the average annual return experienced by Magellan’s shareholders was over 29%. "Using Brand Loyalty to Extract Alpha From Big Data" will…

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July 2018

Next Boston QWAFAFEW Meeting:  Tuesday, 17 Jul 2018

July 17 @ 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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$30

Next Boston QWAFAFEW Meeting: Tuesday, 17 Jul 2018 SCALING RISK-TAKING WITH PLANNED SURPLUS AND TIME HORIZON A QWAFAFEW discussion led by: Jarrod Wilcox Wilcox Investment Inc and Wealthmate, Inc. Abstract Appropriate investment risk-bearing integrates financial planning and investment management.  This talk first illustrates, with simple equations and Monte Carlo simulation, scaling risk-bearing with financial surplus over future withdrawal commitments.  It then similarly illustrates scaling risk-bearing with low probability of shortfall.  In both cases, time-varying risk aversion provides an opportunity for dynamic strategies,…

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August 2018

Next Boston QWAFAFEW Meeting:  Tuesday, 21 Aug 2018

August 11 @ 8:00 am - 5:00 pm
Tennis & Racquet Club, 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,
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$30

Next Boston QWAFAFEW Meeting: Tuesday, 21 Aug 2018 Market Implied GDP A QWAFAFEW discussion led by: Harris Ntantanis and  Lawrence Pohlman, PhD Abstract GDP is one of the most important economic variables. Due to its comprehensive nature calculating GDP takes a great deal of work and is often revised over time. This has led to the common practice of forecasting GDP using econometric models. This paper introduces a new method for estimating GDP using a unique data set of market listed…

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September 2018

Next Boston QWAFAFEW Meeting: Tuesday, Tuesday, 18 Sep 2018 

September 18 @ 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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$30

Next Boston QWAFAFEW Meeting: Tuesday, Tuesday, 18 Sep 2018    The Fundamental Myths of Fundamental Models A QWAFAFEW discussion led by: Dan diBartolomeo Abstract Many investment organizations have come to the belief that “fundamental” (endogenous) models of equity returns and risk are somehow more useful than other models for a variety of reasons.  While some of these reasons are correct there are important aspects of fundamental models that are widely misunderstood.  In particular, the assertion that fundamental models are inherently more accurate…

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