Ms. Van Hees discusses, “2005 Fixed Income Review” including a discussion of: – Fed tightening, effects on yield curve – Volatility: Dead or alive? – Fixed Income Returns – Bonds, Bernanke and baseball: boom time or boredom? Ms. Melissa Van Hees, CFA is the Director of Risk Management at BRI…

Ms. Cari Lynn discusses her experiences in writing on commodity traders, noting which characteristics the winning traders had (and correspondingly the traits which losing traders lacked.) Cari Lynn holds a Master’s in Writing from the Johns Hopkins University and specializes in writing narrative nonfiction.  Ms. Lynn’s book, “Leg the Spread,”…

Ms. Karla Atas discusses, “Earnings Quality,”  including: Levels of cash flows & accruals;

In this presentation, Hilary discusses the product design issues that one needs to take into consideration in monetizing the structural returns available in the commodity futures markets. Also, included is an article that was recently published by Commodities Now, http://www.commodities-now.com, that was co-written by the principals of Premia Capital on…

Mr. Steve Allen discusses his firm’s experience in commodity investing, including its thematic development process, sub-sector analysis, and portfolio construction techniques. Steve Allen is the Managing Member and Portfolio Manager for the Preservation Capital Fund, LP.  Preservation Capital is devoted to strategic, value-based investing in commodity-related and cyclical sectors.  Mr.…

Mr. Rian Akey discusses his paper, “Commodities:  A Case for Active Management,” which has recently been accepted for publication in the Journal of Alternative Investments. Rian Akey is the Vice President and COO of Cole Partners and Cole Asset Management.  He is responsible for overseeing the firms’ research and operations. …

In this presentation, Hilary discusses the product design issues that one needs to take into consideration in monetizing the structural returns available in the commodity futures markets. Also, included is an article that was recently published by Commodities Now, http://www.commodities-now.com, that was co-written by the principals of Premia Capital on…

Mr. Michael Lindh, Richards & Tierney, discusses: HOW TO IMPLEMENT RISK BUDGETING FOR LARGE PENSION PLANS This presentation will cover the general framework outlined by Bill Sharpe for risk budgeting as well as introduce the practical nuances that need to be considered in real-world implementations in a multi-manager setting. In…

Chicago File: Options Trading and Stock Price Movements (chicago-20050127-poteshman.pdf by Allen Poteshman) Dr. Allen Poteshman, University of Illinois at Urbana-Champaign, will discuss:

Chicago File: Behavioral Skew and Equity Options Volatility: Risk and Reward (chicago-20050127-nations.pdf by Scott Nations) Mr. Scott Nations, Fortress Trading, will discuss: