The Future of Attribution: Looking Ahead with Two of the Pioneers
From the GIPS Standards Annual 2007 Conference
In this webcast, Denis Karnosky and Brian D. Singer, CFA, discuss the following:
- Risk measurement and attribution: The next frontier
- Is alpha really alpha, or is it beta?
- Applying attribution to alternatives: Are you paying alpha prices for
beta exposure?
This webcast comprises a 41-minute presentation and a 19-minute question-and-answer session.
Speakers
Denis Karnosky
is a co-founder and managing member of PRISM Global Advisors, LLC.
Previously, Dr. Karnosky was a partner of Global Guardian Group, LLC,
and a managing director, head of asset allocation, and chairman of the
Asset Allocation Committee at UBS/Brinson Asset Management. He was the
deputy to the under secretary of the U.S. Treasury and the head of the
Office of Monetary Policy Analysis in the Reagan administration. Dr.
Karnosky was vice president and deputy director of research with the
Federal Reserve Bank of St. Louis. He has served as an advisor to
private and public organizations in Europe and Latin America. Dr.
Karnosky holds a PhD in Economics from Duke University.
Brian D. Singer, CFA, is head of global investment solutions and regional chief investment officer, Americas, for UBS Global Asset Management. He is a member of the UBS Group Managing Board, Executive Committee, and Global Investment Committee. Vice chair of the CFA Institute Board of Governors and Research Foundation of CFA Institute Board of Trustees, Mr. Singer is the recipient of a 1991 Graham and Dodd Award of Excellence from the Financial Analysts Journal. He holds a BA from Northwestern University and an MBA from the University of Chicago.
This information is accurate as of the date of recording.
Play
Topics
- Performance Measurement and Evaluation
- Portfolio Management
Details
| Length: |
1hr |
| Posted: |
11/13/2007 |
| Recorded On: |
9/27/2007 |
| CE Credits: |
1 CE |
| Formats: |
|
Price (USD)
| Members: |
FREE |
| CFA Program Candidates: |
FREE |
| Standard Rate: |
FREE |