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Portfolio Management: 10,000 Hours and a Better Intuition - Schulich School of Business Seminar
Speaker: Christopher Guthrie, CFA – CEO, President & Senior Portfolio Manager, Hillsdale Investment Management
Location: Schulich School of Business / Master of Finance Department
York University, Toronto, ON
Date: September 27, 2013
Chris Guthrie, President and Senior Portfolio Manager of Hillsdale Investment Management, shares portfolio management principles in his presentation entitled “Portfolio Management: 10,000 Hours and a Better Intuition”.
- Use and limitations of optimization in the formation of an efficient frontier
- Relationship of inter-portfolio correlations (IPC) to VIX
- Time and frequency dependence in measuring contribution to volatility (CTV)
- Fractals and Hurst exponents
- Trade off of bias vs. variance in model building
- The Uncertainty Principle as it applies to financial modeling
- Monte Carlo and Bootstrapping to adjust for conditionality and to recreate all histories
- The low volatility anomaly and successful conditions for a minimum risk portfolio
- Intuition: “The intimate knowledge of the world acquired by careful observation and painstaking effort” by Emanuel Derman
For more information or a full version of the presentation, please contact us at (416) 913-3900.