62nd After-Work Lecture: Can Machines Build Better Stock Portfolios?
62nd After-Work Lecture: Can Machines Build Better Stock Portfolios?
School or Professorship:
The CFA Society Liechtenstein and the Universität Liechtenstein are pleased to invite you to the 62nd After-Work Lecture, featuring Pete Hecht, Managing Director and Head of the North America Portfolio Solutions Group at AQR Capital Management.
In this After Work Lecture, Peter Hecht, will explore of the topic of Machine Learning, and specifically if machine learning techniques can be used to improve market timing strategies and to construct stock selection strategies. Peter will discuss the "virtue of complexity" and its validations, showcasing practical examples of how machine learning can be applied to investment theory.
Pete Hecht is a Managing Director and Head of the North America Portfolio Solutions Group at AQR Capital Management. In this role, Pete focuses on advising clients on portfolio challenges and investment strategies, and developing thought leadership and investor education pieces. Prior to AQR, Pete was a senior investment strategist with Evanston Capital Management. He has also served in various portfolio management and strategy roles for Allstate's insurance portfolio and pension plan. Before that, Pete was an Assistant Professor of Finance at Harvard Business School. Pete earned a B.S. in economics and engineering sciences from Dartmouth College as well as an M.B.A. and Ph.D. in finance from the University of Chicago, where he was Eugene Fama's student and teaching assistant.
Agenda:
5:45 - 6:00 PM: Welcome and Registration
6:00 - 7:00 PM: Presentation and Q&A
7:00 - 9:00 PM: Apéro and Networking
In this After Work Lecture, Peter Hecht, will explore of the topic of Machine Learning, and specifically if machine learning techniques can be used to improve market timing strategies and to construct stock selection strategies. Peter will discuss the "virtue of complexity" and its validations, showcasing practical examples of how machine learning can be applied to investment theory.
Pete Hecht is a Managing Director and Head of the North America Portfolio Solutions Group at AQR Capital Management. In this role, Pete focuses on advising clients on portfolio challenges and investment strategies, and developing thought leadership and investor education pieces. Prior to AQR, Pete was a senior investment strategist with Evanston Capital Management. He has also served in various portfolio management and strategy roles for Allstate's insurance portfolio and pension plan. Before that, Pete was an Assistant Professor of Finance at Harvard Business School. Pete earned a B.S. in economics and engineering sciences from Dartmouth College as well as an M.B.A. and Ph.D. in finance from the University of Chicago, where he was Eugene Fama's student and teaching assistant.
Agenda:
5:45 - 6:00 PM: Welcome and Registration
6:00 - 7:00 PM: Presentation and Q&A
7:00 - 9:00 PM: Apéro and Networking