IMCA 2016 Advanced Investment Strategist Institute

Date:
June 13 2016 to June 14 2016
Location:
Sheraton Centre Toronto Hotel
123 Queen Street West
Toronto, ON M5H 2M9
Canada
Phone:
+1 (416) 361-1000

IMCA 2016 Advanced Investment Strategist Institute
Advanced Portfolio Construction and Investment Risk Management

Join us in Toronto June 13-14 for IMCA's first Advanced Investment Strategist Institute. Speakers include academics and practitioners who will force you to take a closer look at your practice and make you think more deeply about how you advise your clients. Click here to register and click here to reserve your room now.

Milt Ezrati is responsible for economic research and strategy at Lord Abbett.  He began his career in the financial services industry in 1971, and previously was Senior Vice President and Head of Investing for the Americas at Nomura Asset Management USA.  In Milt’s current role at Lord Abbett, he is instrumental in helping enable clients to gain context and a further understanding of today’s global markets.

 

 

 

 

 

Lionel Martellini is a professor of finance at EDHEC Graduate School of Business and the scientific director of EDHEC Risk and Asset Management Research Center. He has served as a consultant for various institutional investors, investments banks, and asset management firms in Europe and in the United States on questions related to active asset allocation decisions and alternative investment strategies, and is a regular speaker in seminars and conferences on these subjects.

Lord Abbett

Milton Ezrati has recently retired as Lord Abbett's senior economist and market strategist to pursue independent interests in consulting, speaking, writing, and an affiliation with the Center for the Study of Human Capital and Economic Growth at the University of Buffalo. Previously, he held positions in research and portfolio management, serving for a time as manufacturers Hanover investment corp's director of research. Before joining Lord Abbett in 2000 he was chief investment officer for Nomura Capital Management (USA). He has spoken to audiences across the United States, Europe, and Asia, and has written in many publications, among them The American Economic Review, Barron's, The Financial Times, The Wall Street Journal, Foreign Affaires, City Journal, and The National Interest, where he is a contributing editor. His most recent book, Thirty Tomorrows, takes up the question of how economies can meet the challenge of globalization and aging demographics. He holds an MSS degree in mathematical economics from Birmingham University in England and a BA degree in economics from the State University of New York at Buffalo.

Joseph L. Rotman School of Management, University of Toronto

John Hull is the Maple Financial Professor of Derivatives and Risk Management at the Joseph L. Rotman School of Management, University of Toronto and co-director of Rotman’s Master of Finance program. His areas of research have included the impact of stochastic volatility on the pricing and hedging of options, the valuation of interest-rate derivatives and credit derivatives, the calculation of value at risk, the evaluation of model risk, and the regulation of financial institutions. He and Alan White were winners of the Nikko-LOR research competition for their work on the Hull-White interest-rate model, which is used widely by practitioners. In 1999, he was voted Financial Engineer of the Year by the International Association of Financial Engineers. He has won many teaching awards, including the University of Toronto’s Northrop Frye award, and has written three books: Risk Management and Financial Institutions, Options, Futures, and Other Derivatives, and Fundamentals of Futures and Options Markets. Prof. Hull has taught at York University, University of British Columbia, New York University, Cranfield University, and London Business School. He earned BA and MA degrees in mathematics from Cambridge University, an MA in operational research from Lancaster University, and a PhD in finance from Cranfield University.

Neuberger Berman

Lee WaiWai Lee, PhD, is chief investment officer, director of research with overall responsibility for the quantitative investment function, and a member of the investment risk and asset allocation committees at Neuberger Berman, which he joined in 2004. The quantitative investment team manages strategic and tactical asset allocation strategies, commodities, emerging market debt, global fixed-income overlay, currency overlay, global equity, U.S. equity, and emerging market equity products. Previously, he led the quantitative engineering group at Credit Suisse Asset Management (CSAM) and was a founding member of several macro strategy groups. Before he joined CSAM in 2000, he was in charge of quantitative research and risk management for the global balanced group at J.P. Morgan Investment Management. He is the author of Theory and Methodology of Tactical Asset Allocation. He has served on the Journal of Portfolio Management advisory board; his research has appeared in academic refereed journals and industry journals; and he received the Best Article Award and the Outstanding Article Award from the Journal of Portfolio Management. He earned a BS (with honors) in mechanical engineering from the University of Hong Kong, and MBA and PhD degrees in finance from Drexel University.

Lionel Martellini is Professor of Finance at EDHEC Business School, Director of EDHEC-Risk Institute and Senior Scientific Advisor for ERI Scientific Beta.

Lionel holds Master’s Degrees in Business Administration, Economics, Statistics and Mathematics, as well as a PhD in Finance from the Haas School of Business, University of California at Berkeley. He is a former member of the faculty at the Marshall School of Business, University of Southern California, and has been a visiting fellow at the Operations Research and Financial Engineering department at Princeton University.

Lionel is a member of the editorial board of The Journal of Portfolio Management,  The Journal of Alternative Investments, and The Journal of Retirement. He conducts active research in a broad range of topics including long-term asset allocation decisions, equity and fixed-income portfolio construction, risk management and derivatives valuation. His work has been published in leading academic and practitioner journals and has been featured in major European and global dailies such as The Financial Times and The Wall Street Journal. He has co-authored reference textbooks on topics related to Alternative Investment Strategies and Fixed-Income Securities.

Lionel has served as a consultant for institutional investors, investments banks and asset management firms on a number of questions related to risk and asset allocation decisions, and is a regular speaker in seminars and conferences on these subjects.

Morgan Stanley

Phil Shaffer is a managing director of Morgan Stanley and institutional consulting director of Graystone Consulting, which provides investment-consulting advice to institutional investors, family offices, and private clients. Mr. Shaffer oversees the Graystone office in Columbus, Ohio, where he plays an integral role in strategic portfolio construction, asset allocation research, and investment manager due diligence. He entered the investment field with E. F. Hutton in 1980. He has received numerous industry awards and is a frequent and popular speaker at investment industry conferences. He has been recognized consistently as one of the industry’s most qualified investment consultants and was named one of Barron’s Top 100 Financial Advisors in America in 2011, 2012, and 2013. He earned a BA in history from The College of Wooster.

Fuller & Thaler Asset Management

Ed Stubbins is a partner and behavioral finance specialist at Fuller & Thaler, where he is responsible for the firm's behaviorally driven equity portfolios. Previously, Mr. Stubbins was director of alternative strategies for Symphony Asset Management, LLC in San Francisco, where he was responsible for global investor relations for the firm’s hedge fund strategies. Before that, he was vice president at Pacific Investment Management Company (PIMCO) in Newport Beach. Mr. Stubbins was also a director at Prudential Capital Group where he was responsible for managing a credit portfolio and also has held positions with Merrill Lynch and Honeywell, Inc. Mr. Stubbins has more than 20 years of industry experience. He earned a BS in chemical engineering from North Carolina State University and an MBA in analytical finance and accounting from the Kellogg School of Management at Northwestern University.

Optimal Asset Management

Vijay VaidyanathanVijay Vaidyanathan, PhD, is chief executive officer of Optimal Asset Management, where he has spent the past five years applying innovative techniques to develop econometric models for a wide range of financial markets. Previously, he held executive positions with several technology firms, including chief executive officer of Yaga, Inc., chief strategy officer of NBC Internet, and chief technology officer of Xoom.com. He earned a PhD and MSc in finance (risk and asset management) from EDHEC Business School (France); an MS in computer science from the University at Albany, State University of New York; an MSc (Tech) from the Birla Institute of Technology & Science (Pilani, India); and is an alumnus of International Institute for Management Development (IMD), Switzerland.

Sheraton Centre Toronto Hotel
123 Queen Street West
Toronto, ON, M5H 2M9 Canada
416.361.1000
Hotel Website

IMCA has reserved a block of rooms at the Sheraton Centre Toronto Hotel at the special group rate of $244 CDN single/double per night. This rate includes complimentary in-room Internet. Make your reservation online now or call 1.888.627.7175 and reference IMCA’s Advanced Investment Strategist Institute (or code 2F11AA). The special rate is available on a first-come, first-served basis through May 27, 2016, so early reservations are recommended.

*Please note that the room rate quoted is in Canadian dollars and the actual cost in U.S. dollars will vary based on current exchange rates. To see the current exchange rate between U.S. and Canadian dollars, go to www.xe.com.

Booking a room in the IMCA room block is an important way to support the association and keep overall meeting costs as low as possible. IMCA commits to a block of rooms at the hotel on behalf of conference attendees and has a financial obligation to fill the block. Please help us to avoid potential penalties and control costs for future events by staying at the official hotel. Staying within the block is also more convenient and helps you stay connected with the informal activities and networking opportunities that occur at the hotel during the conference. If you are required to reserve a room through your company’s travel department, please forward the booking link to them so that you can reserve a room in IMCA’s room block.

Please note that conference attendees who do not make their reservation within the IMCA room block may not receive the same discounted rate or benefits.

Location/Distance/Parking
The Sheraton Centre Toronto Hotel is located at 123 Queen Street West in downtown Toronto and is connected to the financial and entertainment districts by way of the PATH, a 16-mile underground network of shops and services.

The Sheraton Centre Toronto Hotel is located 17 miles (28 kilometers) from Toronto’s Pearson International Airport. A taxi between the airport and the hotel is available for a flat-rate of $58 CDN.

Click here for driving directions to the hotel. The Sheraton Centre Toronto Hotel provides covered valet parking for $50 CDN/day. Within close proximity of the hotel, several pay-lots offer parking options by the half hour to overnight. If you are interested in downtown Toronto parking lots within proximity of the hotel, click here.

 

 

Registration Fees

Early-Bird1 By May 27

After May 27

 

Canadian Registrants
*Must reside in Canada and enter promo code for this rate, contact [email protected] with questions

US$895

US$995

Register

IMCA Members (US)

US$1,250

US$1,350

Register

Join & Go(US)      

US$1,450  

US$1,550  

Register

Nonmember

US$1,600

US$1,700

Register

Click here to download a hard-copy registration form.

¹Both the registration form and payment must be postmarked by May 13, 2016, to be eligible for the early-bird rate.
2Special offer—Renewals and reactivations are not eligible. Conditions apply. Subject to change without notice.

Cancellation/Transfer Policy
Cancellations for conference registration must be received in writing. Please send cancellation requests to [email protected]. The registration fee less US$50 cancellation fee will be refunded for cancellations postmarked or faxed by May 22, 2016. A 30-percent cancellation fee will be applied for cancellations received between May 23 and June 5, 2016. No refunds will be granted for cancellations received after June 6, 2016, or for nonattendance.

To print a receipt of this purchase, log in to your “My IMCA” account now. If you have any questions or concerns, call us at 303.770.3377.
 

Continuing Education (CE) Credit

IMCA is excited to offer CIMA®, CIMC®, CPWA®, and CFP® certificants a convenient and hassle-free method of reporting continuing education (CE) credit earned at IMCA conferences.

Your attendance at individual conference sessions will be recorded during the conference. IMCA staff will provide further instructions when you check-in onsite. You will not be able to earn or report CE credit to IMCA, the CFP Board of Standards, or other leading certification bodies without this proof of attendance.

CIMA/CIMC/CPWA Marks—This program has been approved by IMCA for sixteen (16) hours of continuing education (CE) credit. IMCA will report your attendance at the event directly to IMCA’s certification department. Program subject to change, which may affect the type and total number of hours delivered.

CFP® Certification, U.S.—This program has been accepted by CFP Board for sixteen (16) hours of continuing education (CE) credit. IMCA will report your attendance at individual conference sessions to the CFP Board on your behalf. Note that you must complete the following steps:

  1. Provide your CFP ID to IMCA. Enter your CFP ID in My IMCA in the “Update my demographics information” section. You also may enter your CFP ID when you register for a conference.
  2. IMCA will provide information to the CFP Board. The CFP Board will notify you when this occurs.

Please note that IMCA is not able to report to the CFP Board on your behalf if we do not have an accurate CFP ID. Please check your My IMCA account to ensure the information is in our database and is accurate.

CFP Certification, Canada—This program qualifies for 16 FPSC-Approved CE Credits. You may self-report your attendance at individual conference sessions to FPSC.

NASBA CPE Credit—IMCA is registered with the National Association of State Boards of Accountancy as a sponsor of CE on the National Registry of CPE Sponsors (ID 106054). State boards of accountancy have final authority about the acceptance of individual courses. Individuals are responsible for submitting any necessary paperwork and/or fees to their state boards. Upon request, IMCA will provide a certificate of attendance after the conference.

Other certifications/designations—IMCA does not submit programs to state insurance departments and bar associations. Individuals are responsible for submitting any necessary paperwork and/or fees to their state boards. Upon request, IMCA will provide a certificate of attendance after the conference.

 

 

Date: 
Monday, June 13, 2016 to Tuesday, June 14, 2016

IMCA 2016 Advanced Investment Strategist Institute
Advanced Portfolio Construction and Investment Risk Management

Join us in Toronto June 13-14 for IMCA's first Advanced Investment Strategist Institute. Speakers include academics and practitioners who will force you to take a closer look at your practice and make you think more deeply about how you advise your clients. Click here to register and click here to reserve your room now.

Milt Ezrati is responsible for economic research and strategy at Lord Abbett.  He began his career in the financial services industry in 1971, and previously was Senior Vice President and Head of Investing for the Americas at Nomura Asset Management USA.  In Milt’s current role at Lord Abbett, he is instrumental in helping enable clients to gain context and a further understanding of today’s global markets.

 

 

 

 

 

Lionel Martellini is a professor of finance at EDHEC Graduate School of Business and the scientific director of EDHEC Risk and Asset Management Research Center. He has served as a consultant for various institutional investors, investments banks, and asset management firms in Europe and in the United States on questions related to active asset allocation decisions and alternative investment strategies, and is a regular speaker in seminars and conferences on these subjects.

Location: 
Sheraton Centre Toronto Hotel
123 Queen Street West
Toronto, ON M5H 2M9
Canada
Phone: 
+1 (416) 361-1000