Marrying Performance & Risk

Earlier this year I spoke at the New York Society of Security Analysts (NYSSA) on a panel with Leah Modigliani and Jonathan Boersma; our topic was "marrying performance and risk."

I think the highlight of the evening was the chance to hear the co-developer of the M-squared risk adjusted measure (Modigliani-Modigliani) discuss the method she developed with her grandfather, the late Nobel Prize winner, Franco Modigliani.

Leah has spoken at The Spaulding Group's PMAR (Performance Measurement, Attribution & Risk) conference, and is always well received. I enjoyed the opportunity to share my thoughts with the "SRO" (standing room only) audience.

Fortunately, NYSSA videotaped the session, so you can watch it, if you'd like by going either here or here.