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

Photo of Denis Karnosky

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.

Photo of Brian D. Singer, CFA

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.

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Topics

  • Performance Measurement and Evaluation
  • Portfolio Management

Details

Length: 1hr
Posted: 11/13/2007
Recorded On: 9/27/2007
CE Credits: 1 CE
Formats:
  • Video Webcast
  • Audio Webcast

Price (USD)

Members: FREE
CFA Program Candidates: FREE
Standard Rate: FREE