Research for the Practitioner III: The Research Foundation of CFA Institute (formerly AIMR) Annual Workshop

The investment world’s growing complexity may seem inscrutable at times, but with the increased complexity has come a wealth of financial market data that allows analysis and insights not possible in decades past. This webcast package features two important research presentations taken from Research for the Practitioner III: The Research Foundation of CFA Institute Annual Workshop. Clifford Asness, co-founder and managing principal of AQR Capital Management, presents research exploring the equity risk premium and its relation to earnings growth and dividends. Andrew Lo, Director of MIT’s Laboratory for Financial Engineering, discusses his research into the rapidly growing area of hedge funds. After exploring the empirical breakdown of the industry by style, size, and age, Professor Lo presents an analysis of the statistical properties of hedge fund returns and discusses issues of asset allocation, risk budgeting, and hedge fund portfolio construction.

Free Research Foundation Webcast through 31 December 2004!

See for yourself the quality of research funded by the Research Foundation of CFA Institute in this presentation from the 2004 Annual Research Foundation Workshop. For more information on the Research Foundation or how to make a contribution so that it can fund further outstanding research such as this, go to www.cfainstitute.org/research/.