Overview

Robert Michaud, whose research and contributions to the fields of applied finance and investment management were recently profiled in WatersTechnology, is the co-inventor, Chief Investment Officer and Chief Technology Officer at New Frontier. He is co-author of Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation (Harvard 1998, 2nd ed. Oxford 2008), and co-holder of four U.S. patents in portfolio optimization and investment management. Robert will share insights and best practices gained from developing and managing New Frontier’s strategies for more than fourteen years.  

The New Frontier Asset Allocation Workshop presents a unique opportunity for a hands-on in-depth discussion and demonstration informed by actual investment practice using New Frontier’s multi-patented and proprietary investment technologies. The conference will demonstrate the application of New Frontier’s state-of-the-art technologies in managing several types of investment mandates including tax-exempt, tax-sensitive, and income based portfolios. 

Attendees will learn how to:

  • Utilize state-of-the-art risk-return estimation technology
  • Construct the efficient frontier with the Michaud optimizer
  • Estimate when portfolio rebalancing is likely to be useful with Michaud-Esch technology
  • Determine what trades are most likely cost-effective with resampling methods

...and more. 

Beginning with an overview of current asset allocation processes, through case studies and real world examples, the sessions will address a variety of topics, ranging from fund selection, risk and return estimation and portfolio optimization and construction, to portfolio monitoring and rebalancing and effective trading.

Current users and investment professionals interested in state-of-the-art investment technology for asset allocation in practice are encouraged to attend the one-day seminar. Used by managers worldwide, the goal is to provide participants with step-by-step illustrations implementing the many unique features of the New Frontier Asset Allocation System for investment issues as experienced in practice. The tools include state-of-the-art statistical procedures for risk-return estimation, the Michaud optimizer, the Michaud-Esch need-to-trade rule, and statistical methods for minimizing trade implementation costs.

Join fellow asset allocation practitioners for an intensive day of education and discussion. 

Each participant will receive a complimentary copy of Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation to bring home. 

CFA Society Members will receive five Continuing Education credits for attending. Please contact Pauline Hickey with any questions.

Instructor

Robert Michaud 

Chief Investment Officer, New Frontier

Robert Michaud is Chief Investment Officer and Chief Technology Officer at New Frontier. He is the co-inventor of Michaud Resampled Optimization and has four U.S. patents in portfolio optimization and investment management. He is co-author of Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation (Harvard 1998, 2nd ed. Oxford 2008) and numerous research articles in refereed journals.

As chair of New Frontier’s Investment Policy Committee, Robert is the lead manager of the firm’s institutional global strategic tax-exempt, global strategic tax-sensitive, and global multi-asset strategic income ETF investment strategy portfolios. Robert has over fourteen years’ experience developing, managing, and chairing the New Frontier global strategic ETF portfolios. 

Robert’s research and contributions to applied finance over his decades-long career were recently profiled in WatersTechnology in an article titled, "Rebel Math: Robert and Richard Michaud, New Frontier Advisors," authored by James Rundle. Robert holds a Masters in Mathematics from Boston University and pursued a Ph.D. in finance from the Anderson School of Management at the University of California, Los Angeles before joining New Frontier. 

Learn More

Where

 

Boston College Club
100 Federal Street
36th Floor
Boston, MA 02210

 

When

 

March 21, 2019
8:45 AM - 6:30 PM

 

Questions?

 

Contact Us