{"id":71,"date":"2013-05-06T18:28:57","date_gmt":"2013-05-06T18:28:57","guid":{"rendered":"https:\/\/wordpress.clarku.edu\/gweisang\/?page_id=71"},"modified":"2016-04-11T15:34:53","modified_gmt":"2016-04-11T15:34:53","slug":"conferences-and-presentations","status":"publish","type":"page","link":"https:\/\/wordpress.clarku.edu\/gweisang\/research\/conferences-and-presentations\/","title":{"rendered":"Conferences and Presentations"},"content":{"rendered":"

“Asset Management, Asset Managers and Systemic Risk”<\/strong>, Paris December 2015 Finance Meeting EUROFIDAI – AFFI, December 17, 2015.<\/p>\n

“An Examination of Determinants of Expatriate Career Intentions<\/strong>,” presented by A. Joardar, AIB 2015 Bengaluru Conference, June 27 \u2212 30, 2015, Indian Institute of Management, Banga- lore (IIMB), India.<\/p>\n

“Robust Filtering, Portfolio Replication and Leverage Effect<\/strong>,” GSOM Research Seminar, February 18, 2015, Clark University, Worcester, MA.<\/p>\n

“Factor Selection in Dynamic Hedge Fund Replication Models : A Bayesian Approach<\/strong>,” WPI Statistics Seminar, September 29, 2014, Worcester Polytechnic Institute, Worcester, MA.<\/p>\n

“Factor selection in hedge fund replication dynamic models : a Bayesian approach<\/strong>,” Invited Talk, Conference on Bayesian Model Comparison, February 21-22, 2014, UC Irvine, Irvine, CA.<\/p>\n

“Risk Parity Portfolios with Risk Factors<\/strong>,” AFFI 2013, May 29th\u00a0\u2212 31st, 2013, EM Lyon, Lyon, France.<\/p>\n

“Beyond Risk Parity : Using Non-Gaussian Risk Measures and Risk Factors<\/strong>,\u201d Boston QWAFAFEW Discussion, January 15, 2013, Boston, MA.<\/p>\n

“A Survey of Filtering Techniques Applied to Hedge Fund Replication<\/strong>,\u201d\u00a0Invited Talk, Computational and Financial Econometrics 2012, December 1-3, 2012, Oviedo, Spain.<\/p>\n

“Factor selection in hedge fund replication dynamic models : an application of forward filtering- backward sampling algorithm and reversible-jump MCMC<\/strong>,\u201d\u00a0Invited talk, ICSA Applied Statistical Symposium, June 24, 2012, Boston, MA.<\/p>\n

“Hedge Fund Replication and Tracking Problems : a \u201cnew\u201d approach to Alternative Beta<\/strong>” Fidelity Investment Strategic Research Group, May 20, 2010, Boston, MA.<\/p>\n

“Hedge Fund Replication Using H\u221e Filters : Report on a work in Progress<\/strong>,” Contributed Paper, April 17, 2010, New England Statistics Symposium<\/a>, Harvard University, Cambridge, MA.<\/p>\n

“Tracking Problems, Hedge Fund Replication and Alternative Beta<\/strong>,”\u00a0Contributed Paper, August 1-6, 2009, Joint Statistical Meetings<\/a>, Washington D.C.<\/p>\n

“Risk Management Lessons from Madoff Fraud<\/strong>,” Invited Talk, Battles Lecture<\/strong>, May 29, 2009, NES\/MAA meetings at Fairfield University, Fairfield, CT.<\/p>\n

“Risk Management Lessons from Madoff Fraud<\/strong>,” Contributed Paper, April 25, 2009, New England Statistics Symposium<\/a>, University of Connecticut, Storrs, CT.<\/p>\n

“Tracking Problems, Hedge Fund Replication and Alternative Beta<\/strong>,” February 12, 2009, Mathematical Sciences Department Seminar, Bentley University<\/a>, Waltham, MA.<\/p>\n

“Hedge Fund Replication and Alternative Beta: a review and a tentative new framework<\/strong>.” November 18, 2008, Finance Department Brown Bag Seminar, IE Business School<\/a>, Madrid, Spain.<\/p>\n

“An Open Source Library for the Estimation and Evaluation of ACD Models<\/strong>,” Contributed Paper, August 3-7, 2008, Joint Statistical Meetings<\/a>, Denver, CO. (Go to Source Code<\/a>)<\/p>\n

“ACD models: Models for data irregularly spaced in time<\/strong><\/a>.” Contributed Paper, April 19, 2008, New England Statistics Symposium<\/a>, Suffolk University, Boston, MA<\/p>\n","protected":false},"excerpt":{"rendered":"

“Asset Management, Asset Managers and Systemic Risk”, Paris December 2015 Finance Meeting EUROFIDAI – AFFI, December 17, 2015. “An Examination of Determinants of Expatriate Career Intentions,” presented by A. Joardar, AIB 2015 Bengaluru Conference, June 27 \u2212 30, 2015, Indian … Continue reading →<\/span><\/a><\/p>\n","protected":false},"author":91,"featured_media":0,"parent":9,"menu_order":30,"comment_status":"closed","ping_status":"closed","template":"","meta":{"ngg_post_thumbnail":0,"footnotes":""},"class_list":["post-71","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/wordpress.clarku.edu\/gweisang\/wp-json\/wp\/v2\/pages\/71","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/wordpress.clarku.edu\/gweisang\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/wordpress.clarku.edu\/gweisang\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/wordpress.clarku.edu\/gweisang\/wp-json\/wp\/v2\/users\/91"}],"replies":[{"embeddable":true,"href":"https:\/\/wordpress.clarku.edu\/gweisang\/wp-json\/wp\/v2\/comments?post=71"}],"version-history":[{"count":0,"href":"https:\/\/wordpress.clarku.edu\/gweisang\/wp-json\/wp\/v2\/pages\/71\/revisions"}],"up":[{"embeddable":true,"href":"https:\/\/wordpress.clarku.edu\/gweisang\/wp-json\/wp\/v2\/pages\/9"}],"wp:attachment":[{"href":"https:\/\/wordpress.clarku.edu\/gweisang\/wp-json\/wp\/v2\/media?parent=71"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}