I have been live-blogging at the 67th CFA Institute Annual Conference here in Seattle. As before, I have been very gratified at the kind reception they have received. This post will act as a compendium of these posts so that you may find them in one convenient location. Links to the posts are provided below, with the most recent listed first.
Moderated by Robert Litterman, Kepos Capital LP
William F. Sharpe is STANCO 25 Professor of Finance, Emeritus, at Stanford University’s Graduate School of Business. Before joining the Stanford faculty, he taught at the University of Washington and the University of California at Irvine. Mr. Sharpe was one of the originators of the capital asset pricing model and developed the Sharpe ratio for investment performance analysis, the binomial method for the valuation of options, the gradient method for asset allocation optimization, and returns-based style analysis for evaluating the style and performance of investment funds. He has written seven books, and in 1990, he received the Nobel Prize in Economic Sciences. Mr. Sharpe received his bachelor’s degree, master’s degree, and PhD in economics from the University of California at Los Angeles.
The key questions Prof. Sharpe will address follow.
- Understanding theory and practice in investment management
- Improving retirement security: State pension funds, government-sponsored social security programs, defined contribution plans, and retirement income strategies