• Evening Seminar, 7th April 2014 – Minimum Volatility and the Low Beta Anomaly: a debate

    When:             7th April 2014, 6:30 PM – 8:30 PM

    Where:            Blackrock Office, 12 Throgmorton Avenue, London, EC2N, 2DL

    Topic:               Minimum Volatility and the Low Beta Anomaly: a debate

    Speakers:       David Blitz    | Co-Head of Quantitative Research, Robeco Investment Engineers

                               Ed Fishwick   | Global Co-Head, Risk & Quantitative Analysis, Blackrock; Chairman of LQG

    Contact:          events@lqg.org.uk

    Details:            Wine and refreshments will be provided and they’ll be opportunities to network 30mins before and after event

    Evening Schedule:

    18:00 – 18:30 – Drinks

    18:30 – 19:15 – David Blitz

    19:15 – 20:00 – Ed Fishwick

    20:00 – 20:30 – Closing discussions

    Biography: David Blitz

    “Factor investing, aimed at systematically capturing the value, momentum, low-volatility and other premiums, holds the future.”

    Mr. Blitz, co-Head of the Quantitative Research department, is responsible for the coordination of all equity-related quantitative research. The key tools which have been developed in this area are our proprietary stock selection models and portfolio optimization algorithms.

    As a spin-off of his research, Mr. Blitz has published papers in various peer-reviewed journals, such as the Journal of Empirical Finance, Journal of Portfolio Management and European Financial Management. His areas of interest include quantitative investment strategies and mutual fund performance evaluation.

    Mr. Blitz started his career in the investment industry at Robeco in 1995. He holds a PhD in Finance and a Master’s degree in Econometrics (cum laude) from Erasmus University Rotterdam and is registered with the Dutch Securities Institute.

    Click here to register

     

    2014 LQG Dates for the diary:

    (Invitations and topics will be sent nearer the time of each seminar)

    May 8th 2014, Spring Investment Seminar, all day – (Royal Geographical Society, 1 Kensington Gore, London, SW7 2AR)

    June 3rd, Tuesday 6.30pm – 8.30pm (Venue: Bank of America Merrill Lynch, 2 King Edward Street, London, EC1A 1HQ)

    July 1st, Tuesday 6.30pm – 8.30pm (Venue: Bank of America Merrill Lynch, 2 King Edward Street, London, EC1A 1HQ)

    September 8-10th: Autumn Investment Seminar, all day, Oxford, details to be confirmed

    October 7th, Tuesday 6.30pm – 8.30pm (Venue: Bank of America Merrill Lynch, 2 King Edward Street, London, EC1A 1HQ)

    November 4th, Tuesday 6.30pm – 8.30pm (Venue: Bank of America Merrill Lynch, 2 King Edward Street, London, EC1A 1HQ)

    December 8th, Monday: AGM, Management Committee meeting and final evening seminar for 2014 (Venue: Blackrock Office, 12 Throgmorton Avenue, London, EC2N 2DL)