Agenda, March 22 – 24, 2020

Rady School of Management
University of California, San Diego
Asset Allocation & Supporting Risk Analysis

Sunday, March 22nd 
5:30pm  – Reception / 6:00pm Dinner
7:00pm  – Harry Markowitz, Keynote Speaker
Outperformance

Monday, March 23rd
General Sessions
9:00am – 10:15am  – Andrew Lo, Massachusetts Institute of Technology

10:15am – 10:45am  – Refreshment Break

10:45am – 12:00pm  – Richard Bookstaber

12:30pm – 1:30pm  – Lunch Talk lunch – Robert Hillman and Kenneth Blay, Invesco

1:30pm – 2:00pm  – Refreshment Break

2:00pm – 3:15pm  – Vineer Bhansali, Longtail Alpha
Asset Allocation In Uncharted Territory: Investment and Risk Management In a World Of Negative Yields

3:15pm – 3:45pm  – Refreshment Break

3:45pm -5:00pm  – Joey Engelberg, University of California San Diego
Are Cross-Sectional Predictors Good Market-Level Predictors?

5:00pm  – Reception

Tuesday, March 24th
General Sessions
8:00am – 9:00am  – Breakfast

9:00am – 10:15am  – Mark Kritzman, Windham Capital Management
Scenarios, Recessions and Regressions

10:15am – 10:45am  – Refreshment Break

10:45am – 12:00pm – Nicholas Savoulides, Invesco

12:30pm – 1:30pm  – Lunch Talk
Marty Leibowitz, Morgan Stanley
Success Probabilities versus Key investment Goals