Institute for International Research

Evaluating Sources of Efficient and Inexpensive Beta

Dan Rothman, Managing Director and Global Head of Structured Commodities Trading, LEHMAN BROTHERS FIXED INCOME RESEARCH

Risk Budgeting: The Key to a Successfully Designed Portable Alpha Strategy?

Jay Love, Principal and Sr. Consultant, MERCER INVESTMENT CONSULTING

Utilizing Global Market Inefficiencies as an Alpha Source

Theresa R. Patti, Manager of Business Development and Investor Relations, QUANTITATIVE FINANCIAL STRATEGIES

CASE STUDY: Realizing the Rewards of Portable Alpha at the Fairfax County Retirement Systems

Larry Swartz, Executive Director, FAIRFAX COUNTY RETIREMENT SYSTEMS

Lunch for Conference Attendees

Networking and Roundtable Discussion Sessions

PANEL DISCUSSION: Implementing a Portable Alpha Strategy Start to Finish

Moderator:
Matthew O'Connor, Sr.VP, Alternative Solutions Group, LEHMAN BROTHERS

Panelists:
Jay Love, Principal & Sr. Consultant, MERCER INVESTMENT CONSULTING

Dan Rothman, Managing Director and Global Head of Structured Commodities Trading, LEHMAN BROTHERS FIXED INCOME RESEARCH

Larry Swartz, Executive Director, FAIRFAX COUNTY RETIREMENT SYSTEMS

Conference Concludes