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October 9-12, 2016
The Fairmont Scottsdale Princess, Scottsdale, AZ

CLICK HERE FOR FALL SEMINAR ATTENDEE LISTS

Fall 2016 Program

50 Years of Q: But Now, Looking Forward, Part II

Sunday, October 9
5:00 pm

Reception and Informal Buffet Dinner
James H. Scott, Jr.
President, Q Group

Monday, October 10
7:30 am

Continental Breakfast

9:00 am

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
Speaker Presentation

 

10:45 am

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

 

Noon

Lunch Break and One-on-One Time

2:30 pm

Jack Treynor: A Retrospective and Remembrance

4:00 pm

Understanding Volatility Risk
John Y. Campbell, Morton L. and Carole S. Olshan Professor of Economics, Harvard University
Download Paper Speaker Presentation

 

5:30 pm

A Protocol for Factor Identification
Richard W. Roll, Linde Institute Professor, California Institute of Technology
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7:00 pm

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

 

Tuesday, October 11
7:30 am

Continental Breakfast

9:00 am

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

 

10:45 am

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
Download Papers Speaker Presentation

 

Noon

Membership Meeting of the Institute

12:15 pm

Lunch Break and One-on-One Time

4:00 pm

Progress Towards A Game-of-Life Decision Support System
Harry M. Markowitz, Principal, Harry Markowitz Company, Nobel Laureate and Q Group Fellow
Speaker Presentation

 

5:45 pm

Looking to the Future, Part II
Moderator: Martin L. Leibowitz, Managing Director, Morgan Stanley
Panelists: Harry M. Markowitz and William F. Sharpe

7:00 pm

Reception and Informal Dinner
Desert Botanical Garden

Wednesday, October 12
7:00 am

Continental Breakfast

8:00 am

Who Is on the Other Side?
Antti Ilmanen, Principal, AQR Capital Management, LLC
Speaker Presentation

 

9:30 am

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

 

11:00 am

Adjournment

Save the Date: Q Group Spring 2017 Seminar

Trump National Doral Miami
Miami, Florida
April 2-5, 2017
For additional information or questions, please email Kathleen Stevens at [email protected] or call (203) 340-2165 or (203) 644-0206.