Agenda
Spring JOIM Conference
March 24th – 26th, 2024 / Rady School of Management, UCSD
This conference will be 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.      Â
Sunday, March 24th  Â
The Ida & Cecil Green Faculty Club, UCSDÂ Â Â Â Â Â Â Â Â Â Â Â Â Â Â Â Â Â Â Â Â Â Â Â coatÂ
Pavilion
9500 Gilman Drive, La Jolla, CA
5:00pm–5:30pm      Reception
5:30pm – 6:30pm   Dinner
6:30am – welcome remarks – Gifford Fong
6:30pm – 7:15pm   Rob Arnott, Research Affiliates, Keynote speaker
Reflections on the Life, Contribution, and Values of Harry Markowitz
                                                                   business attire
Monday, March 25th
Rady School of Management, UCSD
Wells Fargo Hall-1N108
10065 North Scholars Drive
La Jolla CA 92093
8:00am – 9:00am Breakfast (MPR2)
General Sessions
9:00am – opening remarks, Gifford Fong
Moderator:Â Sanjiv Das, Santa Clara University
9:10am -10:30am – 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, Professor Emeritus at Stanford University; and Myron Scholes, Stanford University and Janus Henderson Investors
Moderator:  Lisa Goldberg, Aperio by BlackRock  Â
10:30am – 10:45am – break
10:45am – 11:30am – Robert Merton, Massachusetts Institute of Technology
11:30am – 12:15pm – lunch (MPR 2)
12:15pm – 12:45pm – Bruce Jacobs, Jacobs Levy Equity Management
Moderator:Â Ananth Madhavan, BlackRock
12:45pm – 1:30pm – Myron Scholes, Stanford University and Janus Henderson Investors
Time and Uncertainty: Measuring Risks
1:30pm – 1:45pm – break                                                             Â
1:45pm – 2:30pm – Sanjiv Das, Santa Clara University
Markowitz Wealth Management to Pension Plans: Augmenting the Funded Ratio with New Metrics
2:30pm – 2:45pm – break                               Â
2:45pm – 3:30pm – Robert Engle, New York University
Have Capital Markets Forgotten about Sustainability?
3:30pm – 3:45pm – break
3:45pm – 4:45pm – Harry Markowitz Celebration of Life – open remarks
Moderator:Â Â Allan Timmerman, UC San Diego
4:45pm – 6:00pm – Reception sponsored by the Rady School of Management
Tuesday, March 26th
Rady School of Management, Wells Fargo Hall-1N108
7:30am – 8:30am – Breakfast ( MPR2)
General Sessions
Moderator:Â Â Seoyoung Kim, Santa Clara University
8:30am – 9:00am – Harry Markowitz Award winners
Robert Michaud, New Frontier Advisors
9:00am – 9:15am
9:15am -10:45am – Practitioner’s Panel:
A distinguished panel of investment management practitioners will discuss their enduring memory and interaction experience with Harry Markowitz.
Vineer Bhansali, Longtail Alpha; Kenneth Blay, Invesco; Mark Kritzman, Windham Capital Management and Deep Ratna Srivastav, Franklin Templeton
Moderator:Â Ron Kahn, BlackRock
10:45am – 11:00am – break
11:00am – 11:45am – Andrew Lo, Massachusetts Institute of Technology
The Unreasonable Effectiveness of Portfolio Theory in Theory and Practice
Closing remarks – Gifford Fong, JOIM
A very special thanks to the Advisory Council:
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