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2016 - Fall
- Quantitative Investment Strategies at Goldman Sachs - Alpha, Liquid Alternatives, Advanced Beta, Traditional Beta
- "Professional Branding : A Tool for Success"
- Imagine Software Company Information Session and Practitioner Seminar
- Munich Re Company Information Session and Practitioner Seminar
- Yong Ma, Managing Director Risk Management, COO for Risk Analytics, Morgan Stanley
- Statistics and Risk Management in Banking
- Guggenheim Partners Overview, What the Risk Management Team does, how the FSRM program has helped me, Insights on Liquidity Risk Measurement and its Regulation
- FSRM Boot Camp: Understanding the Market Basics
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2015 - Spring
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2014 - Spring
- Basel Capital Framework and Risk Modeling
- A Transformed Copula Function Approach to Credit Portfolio Modeling
- Filtering Noise from Correlation/Covariance Matrices. Implications for Trading, Asset Allocation and Risk Management
- Stock Market Inefficiencies Over the Last Six Decades
- IMPACT OF REGULATION (CCAR, D-F, Basel) AND CURRENT STATE AND TRENDS IN JOB MARKET FOR QUANTITATIVE RISK MANAGEMENT
- A Structural Model of Sovereign Credit and Bank Risk
- Applications of Statistics in the Credit Card Industry
- Statistical Quirks, Subtleties, and Surprises in Financial Data
- Quant Trading: Who does it and What is it?
- Deconstructiong Black-Litterman - Or How to get the Portfolio You Always Knew You Wanted
- Optimal Hedging Monte Carlo
- Measuring Systemic Risk - An International Framework
- Experiments in Conditioning Risk Estimates with Quantified News
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2014 - Fall
- Models and Algorithms for Understanding the US Equity Derivative Markets
- Multiperiod Portfolio Selection and Bayesian Dynamic Models
- Utilizing 'Big Data' to Generate Alpha in Portfolios of Consumer Equities
- Notes on the Role of Transaction Costs in Portfolio Analysis
- Is There Alpha in Stock Buybacks? A Case Study