BCIC & GCC 2016 April – Investing in a Volatile World: Risk Parity Fundamentals and Applications, 4/29 Friday, MIT Tang Center 51-315

The poor performance of traditional investment approaches has led to exploration in alternative investment portfolios. One of the most popular alternatives is the risk party approach. For example, a survey conducted by Chief Investor Officer magazine in 2014 shows that 46% of institutional investors surveyed are using risk parity. We are honored to have Dr. Edward Qian, who coined the term ‘risk parity’ in 2005, to give a seminar on the concepts and applications of risk parity in today’s volatile markets. This is also a great opportunity for participants to get Dr. Qian’s autograph on his books “Risk Parity Fundamentals” and “Quantitative Equity Portfolio Management: Modern Techniques and Applications”.
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TitleInvesting in a Volatile World: Risk Parity Fundamentals and Applications

Distinguished Speaker

Edward Qian, Ph.D., CFA, Chief Investment Officer and Head of Research of Multi Asset Group at PanAgora Asset Management

Date4/29,Friday, 7:15pm
VenueMIT Tang Center E51-315,
LanguageEnglish/Mandarin

Sponsor: Insigma Hengtian Software (http://www.hengtiansoft.com)
Registration
https://docs.google.com/forms/d/1zfB6xG6G0c_Jd-H3_ZKUsULls5w_rgvZaFut23Vd-IM/viewform

* We provide limited number of seats for receiving online broadcasting, please sign up for instructions.

Parking: (http://mitiq.mit.edu/MITIQ/Directions_%20ParkingE51.htm)

** Pre-event Social Mixer: 6:00pm7:00pm at Champions (50 Broadway, Cambridge, MA 02142)

Bio:  

Edward Qian, Ph.D., CFA

Edward Qian is the Chief Investment Officer and Head of Research of Multi Asset Group at PanAgora Asset Management in Boston ($38.4 billion AUM as of December 31, 2015). Dr. Qian has a B.S. in Mathematics from Peking University and a Ph.D. in Applied Mathematics from Florida State University. He was a postdoctoral researcher in astrophysics at the University of Leiden in the Netherlands and a National Science Foundation Postdoctoral Mathematical Research Fellow at MIT.

Dr. Qian started his investment career in 1996, first as a fixed-income quantitative analyst at Back Bay Advisors and then as a senior asset allocation analyst at Putnam Investments. Since 2005, Dr. Qian has been with PanAgora, where he is a member of the firm’s senior management committee. Dr. Qian’s investment research has been extensive and influential. His papers on financial interpretation of risk contribution and asset allocation laid the theoretical foundations for Risk Parity investment strategies. He coined the term “Risk Parity” and has published numerous papers on the topic of Risk Parity. Dr. Qian also made significant contribution to quantitative equity portfolio management. He pioneered in using portfolio theory for evaluating alpha factors and constructing multi-factor models. He is the co-author of the book “Quantitative Equity Portfolio Management: Modern Techniques and Applications”, and the author of the recently published book “Risk Parity Fundamentals”. Dr. Qian is the recipient of Bernstein Fabozzi/Jacobs Levy awards for outstanding articles.

Organizers

BCIC (Boston Chinese Investment Club): Boston Chinese Investment Club (BCIC) is a non-profit organization founded by TCFA (The Chinese Finance Association) Boston organizers in 2011. It serves as Boston centered platform for exchanging ideas, knowledge, and information in finance and related areas between US and China. Main activities include monthly seminars/gatherings and providing services to members. If you want to join the mailing list for future activities, please send email to boston.chinese.investment.club@gmail.com (http://bcicglobal.org/).

GCC (MIT Sloan Greater China Club): The mission of the Greater China Club is to build a close-knit community for the growing number of Sloan students who are interested in issues, events and activities related to the Greater China region.