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2016 Fall Seminar

CLICK HERE FOR FALL SEMINAR ATTENDEE LISTS

Q Group Fall Seminar was held October 9-12 at the Fairmont Scottsdale Princess, Scottsdale, AZ. With over 10 hours of presentations and commentary, the 2016 fall seminar continued Q’s 50-year tradition of offering high-quality presentations on the latest innovative investment research by both academics and practitioners in a forum that promotes critical dialogue and meaningful interaction. Q Group Seminars are open to members of the organization and invited guests only. For information about membership, click here.

Session Videos
Many of the Q Group’s Fall Seminar sessions were videotaped. To view videos of the sessions, please visit this page. Note that this page is password-protected. Please contact Sarah Hansen at shansen@jaffemanagement.com for more information.

Participants’ Perspective
Each Q Group Participants’ Perspective puts forward an honest and intelligent impression of what a speaker said that has relevance to the average participant in the audience. The focus of this review is on [1] practical significance to practitioners; [2] appropriateness and rigor of quantitative methods; and [3] novelty of results.

Download the full Fall 2016 Participants’ Perspective here.

Retirement Income Products and Services: A Wish List
William F. Sharpe, Nobel Laureate and Q Group Fellow, STANCO 25 Professor of Finance, Emeritus, Stanford University Graduate School of Business
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Speaker Presentation

 

Does Hiking Damage Your Wealth?
Elroy Dimson, Professor of Finance, Cambridge Judge Business School, and Emeritus Professor of Finance, London Business School
Read the Participants’ Perspective
Download Paper Speaker Presentation

 

Understanding Volatility Risk
John Y. Campbell, Morton L. and Carole S. Olshan Professor of Economics, Harvard University
Read the Participants’ Perspective
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A Protocol for Factor Identification
Richard W. Roll, Linde Institute Professor, California Institute of Technology
Read the Participants’ Perspective
Download Paper Speaker Presentation

 

Sharpening Your Forecasting Skills
Michael J. Mauboussin, Managing Director and Head of Global Financial Strategies, Credit Suisse
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Speaker Presentation

 

The State of Behavioral Finance
Nicholas C. Barberis, Stephen and Camille Schramm Professor of Finance, Yale University
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Speaker Presentation

 

Challenges of an Aging World for the Financial Industry
Olivia S. Mitchell, International Foundation of Employee Benefit Plans Professor and Professor of Insurance and Risk Management, The Wharton School, University of Pennsylvania
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Progress Towards A Game-of-Life Decision Support System
Harry M. Markowitz, Principal, Harry Markowitz Company, Nobel Laureate and Q Group Fellow
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Speaker Presentation

 

Looking to the Future, Part II
Moderator: Martin L. Leibowitz, Managing Director, Morgan Stanley
Panelists: Harry M. Markowitz and William F. Sharpe
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Who Is on the Other Side?
Antti Ilmanen, Principal, AQR Capital Management, LLC
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Speaker Presentation

 

Stock Returns Over the FOMC Cycle
Anna Cieslak, Assistant Professor, Fuqua School of Business, Duke University
Read the Participants’ Perspective
Download Paper Speaker Presentation