october, 2019

31oct12:1513:45Buffet's AlphaZURICHEvent Type:CE EventLocation:Zürich

Event Details

Warren Buffett is one of the most well-known investors of our time. However, despite his impressive investment success with Berkshire Hathaway, there had been little scientific empirical analysis to explain his performance until recently.

AQR Principal and Professor at Copenhagen Business School, Lasse Heje Pedersen, will present the findings of the paper Buffett’s Alpha– the winner of the CFA’s 2018 Graham and Dodd Awards of Excellence – showing that Buffett’s returns appear to be neither luck nor magic but, rather, a reward for leveraging cheap, safe, high-quality stocks.

The presentation will dive into these findings, explore the key investment principles used by Buffett, analyze whether his success is driven by his skills as stock picker or CEO, and conclude with results of the authors’ own Buffett-style, systematic portfolio.

Time

(Thursday) 12:15 - 13:45

Location

Blue Monkey (Zunfthaus zur Schneidern)

Stüssihofstatt 3, 8001 Zurich

CE Credits

CFA Society Switzerland has determined that this program qualifies for one CE credit hour under the guidelines of the CFA Institute Continuing Education Program.

Schedule

    • Day 1
    • 31.10.2019
    • 12.00 12.00 Registration * 12.15-13.45 Presentation * 13.45 Networking Lunch 12.00 - 13.45.

Speaker

  • Lasse Heje Pedersen

    Lasse Heje Pedersen

    AQR Capital Management

    Lasse Heje Pedersen is a principal at AQR Capital Management and a finance professor at Copenhagen Business School and NYU. He has served as Director of the American Finance Association, in the Liquidity Working Group meeting at the Federal Reserve Bank of New York to address liquidity issues, in the New York Fed’s Monetary Policy Panel, on the Economic Advisory Boards of NASDAQ and FTSE, and on the editorial boards of the Journal of Finance, Journal of Economic Theory, The Review of Asset Pricing Studies, and Quarterly Journal of Economics. His academic awards include the Bernácer Prize to the best E.U. economist under 40 years of age, the Banque de France-TSE Prize, Fama-DFA Prizes, the Michael Brennan Award, the Brattle Prize, and the Graham and Dodd Award. Lasse received his B.S. and M.S. from University of Copenhagen and his Ph.D. from Stanford University Graduate School of Business. His latest book is Efficiently Inefficient: How Smart Money Invests and Market Prices Are Determined.

    AQR Capital Management

Sponsors

Ticket

Price CHF15,00CHF45,00

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