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TENTH ANNUAL PMAR CONFERENCE PHILADELPHIA, PA
Agenda | Speakers | Why Attend | Who Should Attend | Online Registration | Fax/Mail Registration
AGENDA DAY ONE: WEDNESDAY, MAY 23, 2012
8:00 – 8:45 AM REGISTRATION
CONTINENTAL BREAKFAST WITH THE EXHIBITORS
8:45 – 9:00 AM WELCOME
David Spaulding, CIPM, The Spaulding Group, Inc.
9:00 – 9:50 AM AN UPDATE ON REGULATORY ISSUES
Steve Stone, Morgan Lewis & Bockius, LLP
• Recent SEC Developments
• Best practices
9:50 – 10:40 AM TOWARDS A FRAMEWORK FOR BENCHMARK DATA MANAGEMENT: BEST PRACTICES VERSUS MARKET PRACTICE
Steve Cheng, RIMES
• Reviews current practice and how this falls short of the need
• Provides examples of and solutions to this Failure to Communicate
• Clarifies the criticality of conveying our knowledge succinctly
10:40 – 11:00 AM MORNING BREAK
11:00 – 12:00 PM COMMON ATTRIBUTION CHALLENGES AND MISPERCEPTIONS AND HOW TO
OVERCOME THEM
Stephen Campisi, CFA, Bank of America (Dietz Award Winner)
12:00 – 1:00 PM LUNCH BREAK
1:00 – 1:40 PM MACRO ATTRIBUTION
John D. Simpson, CIPM, The Spaulding Group
1:40 – 2:20 PM EXCEL TIPS & TRICKS FOR PERFORMANCE PROFESSIONALS
Jed Schneider, CIPM, FRM, The Spaulding Group, Inc.
Neil Riddles, CFA, CIPM, Hansberger Global
2:20 – 3:00 PM OPTIMIZING OPERATIONS
Cinda Whitten, CIPM, Principal Global Investors
• Combine performance and risk or keep separate?
3:00 – 3:15 PM AFTERNOON BREAK
3:15 – 4:10 PM BATTLE ROYALE - CLIENT REPORTING STANDARDS
Neil Riddles, CFA, CIPM, Hansberger Global Investors
Stefan Illmer, Illmer Performance
4:10 – 5:00 PM FAST PERFORMANCE
John D. Simpson, CIPM, The Spaulding Group, Inc
Larry Campbell, Raymond James
Sandra Hahn-Colbert, CFA, O'Shaughnessey Asset Management
Cinda Whitten, CIPM, Principal Global Advisors
• This innovative panel approach of performance experts and practitioners will tackle a
host of topics in an exciting lightning round, which is sure to provide you with insightful
perspectives, ideas and opinions.
5:00 – 6:00 PM COCKTAILS WITH THE EXHIBITORS
AGENDA DAY TWO: THURSDAY, MAY 24, 2012
8:00 – 8:45 AM CONTINENTAL BREAKFAST WITH THE EXHIBITORS
8:45 – 9:00 AM WELCOME BACK/RECAP
David Spaulding, CIPM, The Spaulding Group, Inc.
9:00 – 10:00 AM WHAT WE DO AND DON'T KNOW ABOUT RISK
John M. Longo, Ph.D., CFA, Edge Financial Group
10:00 – 10:40 AM THE ROLE OF THE MIDDLE OFFICE
Jed M Schneider, CIPM, FRM, The Spaulding Group - Moderator
Sandra Hahn Colbert, CFA, O'Shaughnessey Asset Management
• How can we keep superior performance analysts challenged and engaged for the long term?
• Appropriate set of skills.
10:40 – 11:00 AM MORNING BREAK
11:00 – 12:00 PM FINANCIAL RISK MANAGEMENT
Ben Sopranzetti, Ph.D., CPA, Rutgers University Business School
• Trends in Risk Management
• Contagion and Correlation
12:00 – 1:00 PM LUNCH BREAK
1:00 – 2:00 PM LINKING AVERAGES
Andre Mirabelli, Ph.D., Opturo
• The general definition of an "average" subsuming: Arithmetic, Geometric and Weighted
• How to fix the manner in which the annulization of an arithmetic difference of returns
is standardly miscontrued
• How understanding averages clarifies the meaning of time-weighted and money-weighted
returns and the weights of shorts
2:00 – 3:00 PM KEYNOTE: Eric Stubbs, UBS
Tailoring Manager Allocation to Market Conditions Using Alpha Optimization
3:00 – 3:20 PM AFTERNOON BREAK
3:20 – 4:20 PM TRANSACTIONS VS. HOLDINGS BASED ATTRIBUTION STUDY
David D. Spaulding, CIPM, The Spaulding Group
• At what point does it make sense to move towards a transaction based model?
• And when doesn’t it matter.
4:20 – 4:30 PM RAFFLE PRIZES - CONFERENCE CONCLUDES
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