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| | | | Latest Conference Call | | | | | Dates | | Tuesday, February 23, 2010 | | | | | | Times | | 10am – 11am Central Standard Time | | | | | | Title | | Asset Allocation in a Non-Normal World | | | | | | Speakers | | Listen to Peng Chen, Ph.D., former president of Ibbotson Associates, and James Xiong, Ph.D., senior research consultant, discuss the topics of downside risk and asset allocation using Conditional Value at Risk (CVaR), Truncated Levy Flight, and higher return moments. Our speakers will present some of their findings from Ibbotson’s recent research paper, “Minimizing Downside Risk: Using Mean-Conditional Value at Risk to Incorporate Fat Tails and Skewness into the Asset Allocation Decision.” | | | | | | Research Paper | | Mean-Variance Versus Mean-Conditional Value-at-Risk Optimization: The Impact of Incorporating Fat Tails and Skewness Into the Asset Allocation Decision  | | | | | | Presentation | | Download presentation | | | | | | Call Audio | | Listen to the recorded call  | | | | | | Previous Calls | | Review the archive of past conference calls  | |
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