Join us on Wednesday, November 13 for a discussion about Modern Portfolio Analysis with Factors presented by Bob Bass, Blackrock Inc.
About the Talk
The asset allocation process that multi-asset investors undertake can be greatly enhanced through the use of factor analysis. We will examine the selection of a relevant, intuitive set of factors and then discuss the underlying models and data that allow for investments of all types to fit within one factor framework. Finally, we will look at how this process can be incorporated into technology to aid investors in making efficient allocation decisions via a factor framework.
About the Speaker
Bob
Bass
is
a
member
of
BlackRock’s
Factor
Based
Strategies
Group.
His
primary
focus
is
on
building
out
the
tools
and
analytics
necessary
to
support
a
factor-based
investment
process.
Mr.
Bass
formerly
led
the
Client
Analytics
Group
within
BlackRock
Solutions
and
was
responsible
for
analytical
support
for
all
clients
of
BlackRock
Solutions’
enterprise
investment
system,
Aladdin.
Prior
to
joining
BlackRock
in
1998,
Mr.
Bass
was
involved
in
the
structuring
of
project
revenue
bond
transactions
for
both
Lehman
Brothers
and
Salomon
Smith
Barney.
Mr.
Bass
earned
a
BA
degree
in
economics
from
Dartmouth
College
in
1989,
and
an
MBA
degree
with
concentrations
in
statistics
and
finance
from
the
University
of
Chicago
in
1994.
Register
The talk is free to attend. Register online to participate.