Please register at this Registration Link if you are intersted in this free event.
What you should know about Smart Beta and Factor Investing
Presented by
Jason Hsu Ph.D.
Chairman and CIO, Rayliant Global Advisors (锐联财智)
Professor, UCLA Anderson Business School
Visiting Professor, Tshinghua University
Visiting Professor, Kyoto University
Visiting Professor, NCCU
When: April 10, 2018 @ 6:30PM (registration and light refreshment starts at 6:00pm)
Where: 601 Lexington Ave (Citigroup Center), Fl. 26, New York, NY
Registration: www.tcfaglobal.org
Speaker Biography
Jason Hsu is the founder and CIO of Rayliant Global Advisors, a Hong Kong-based investment management group specializing in quantitative investment strategies targeting emerging markets, especially Great China. Jason also co-founded Research Affiliates, a $170B investment manager specializing in Smart Beta indices and asset allocation.
Jason sits on the editorial board of the Financial Analyst Journal, the Journal of Investment Management, the Journal of Investment Consulting and the Journal of Index Investing. Jason is also an adjunct professor in finance at UCLA, and a visiting professor at Tshinghua University in China, Kyoto University in Japan and National Chengchi University in Taiwan.
Jason authored more than 40 Journal articles and is a contributing author on 8 handbooks in finance and economics. Jason has won 2 Graham and Dodd Scroll Award awarded by the CFA Institute, 3 Bernstein / Fabozzi-Jacob / Levy outstanding Research Award, 3 William Sharp Best Research Award and 1 FAJ Reader’s Choice Award. Jason was recognized by Institutional Investor in 2008 as 1 of the 20 rising stars of the industry. He also co-invested the Fundamental Index, which won best index from the Global Pension Magazine in 2007, 2008, and 2009.
Jason received his Ph.D. in finance from UCLA Anderson School of Management. He received his M.S. degree from Stanford and B.S. from Caltech.
Topics to be covered
v What is the relationship between smart beta and factoring investing?
v What are factors? How should we think about them?
v How should we define the key risk factors driving returns in global financial markets and the behavioral factors driving anomalous returns?
v How do we measure factor premia?
v Can we fully trust the historical evidence on factor returns?
About TCFA
Founded in 1994 in the U.S, The Chinese Finance Association (TCFA) was founded as a non-profit organization comprised of professionals, policymakers, and scholars in finance and related fields who have a strong interest in China’s financial and economic development. Today, headquartered in New York City, TCFA has over 6,000 members globally with chapters in Boston, Washington DC, Chicago, San Francisco, Los Angeles, Toronto, London, Paris, Tokyo, Singapore, Beijing, Shanghai, Shenzhen and Hong Kong. Our members range from senior finance professionals holding leadership positions in major financial institutions, research institutions and governments, to students and young professionals. Since its beginning, TCFA has served as a bridge between U.S. and China in finance and related fields. TCFA is proud of its non-profit status and our teams and board members all work on a volunteer basis.
Please visit our website www.tcfaglobal.org for more information.
About CKGSB
Cheung Kong Graduate School of Business (CKGSB) aims to cultivate business leaders with a global vision, a humanistic spirit, a strong sense of social responsibility and an innovative mind-set. Established in Beijing in November 2002 with generous support from the Li Ka Shing Foundation, CKGSB is an independent, non-profit business school.
Since its founding, CKGSB has developed into a prominent business school with more than 40 full-time professors, who have earned their PhDs and held tenured faculty positions at leading business schools such as Harvard, Wharton and Stanford. CKGSB also stands apart for its unmatched alumni network. More than half of CKGSB’s 10,000+ alumni are at the CEO or Chairman level and, together, their companies accounted for approximately one sixth of China’s GDP in 2015.
CKGSB strives to understand business in a more well-rounded capacity, beyond the traditional boundaries of business schools. For instance, in 2005, CKGSB pioneered the integration of the humanities into its curricula to give students a long-term and holistic view of business and development. The school’s EMBA students—more than 80% of whom are above the vice president level—are also required to complete six days of community work before receiving their degrees. In 2014, CKGSB was the first Chinese business school to develop a philanthropy program aimed at equipping the school’s alumni with expertise on setting up and managing foundations and engaging in philanthropy.
CKGSB has a campus in Beijing, teaching sites in Shanghai and Shenzhen, and representative offices in Hong Kong, London and New York.
Please visit our website www.ckgsb.edu.cn for more information.