Spring JOIM Conference
March 24th – 26th / Rady School of Management
honoring Harry M. Markowitz
This conference was dedicated to honor Harry Markowitz who not only contributed to the modern practice of investment management but also provides the inspiration for much of the current science of investment management research.
Attendee list ( click )
Sunday, March 24th
The Ida & Cecil Green Faculty Club, UCSD – Pavilion Room
Rob Arnott, Research Affiliates, Keynote speaker
Reflections on the Life, Contribution, and Values of Harry Markowitz
Slides not presented below – please reach out to presenter
Monday, March 25th
Rady School of Management, UCSD
Panel discussion:
We are honored to have Nobel Laureates share their thoughts on the contributions and recollections of Harry Markowitz.
Robert Merton, MIT; William Sharpe ( summary ), Professor Emeritus at Stanford University; and Myron Scholes, Stanford University and Janus Henderson Investors
Moderator: Lisa Goldberg, Aperio by BlackRock
Robert Merton, Massachusetts Institute of Technology slides
Design Financial Products Based on What their Users Already Know and Improve Performance
Bruce Jacobs, Jacobs Levy Equity Management
Collaborating with Harry Markowitz: A Remembrance
Myron Scholes, Stanford University and Janus Henderson Investors
Time and Uncertainty: Measuring Risks
Sanjiv Das, Santa Clara University
Markowitz Wealth Management to Pension Plans: Augmenting the Funded Ratio with New Metrics
Robert Engle, New York University
Have Capital Markets Forgotten about Sustainability?
Harry Markowitz Celebration of Life – open remarks
Moderator: Allan Timmerman, UC San Diego
Tuesday, March 26th
Harry Markowitz Award winners
Robert Michaud, New Frontier Advisors
Panel discussion:
A distinguished panel of investment management practitioners will discuss their enduring memory and interaction experience with Harry Markowitz.
Vineer Bhansali ( slides), Longtail Alpha; Kenneth Blay, Invesco; Mark Kritzman, Windham Capital Management and Deep Ratna Srivastav, Franklin Templeton
Moderator: Ron Kahn, BlackRock
Andrew Lo, Massachusetts Institute of Technology
The Unreasonable Effectiveness of Portfolio Theory in Theory and Practice
Barbara and Harry Markowitz Fellowship Fund
We welcome your consideration of support for the Barbara and Harry Markowitz Fellowship Fund to help the Rady School build on Harry and Barbara’s legacy and to impact generations of students to come.
You may make a gift denotation below:
https://giveto.ucsd.edu/giving/home/gift-referral/ca6e324e-9c1d-4df4-b0cb-cfad9ade0dec/
A very special thanks to the Advisory Council: