Giovanni Beliossi, Owner, FGS Capital LLP
Giovanni is Managing Partner at FGS Capital LLP, where he is the CEO and is responsible for portfolio management.
Previously he was Associate Director of hedge funds at First Quadrant Ltd, where he set up and was the portfolio manager
of its Pan European long/short equity market neutral portfolios, and was responsible for UK-based hedge fund business. He
has extensive experience of managing equity market neutral portfolios since 1995, when he joined the firm. Prior to that
he was a tenured Research Fellow with the Economics Department of the University of Bologna in Italy, and he has held
appointments with BARRA International and Eastern Group Plc. He co-founded the Real Options Group to look at research
and applications of Real Options to corporate finance and investments. He is an active member of AIMA (Alternative
Investment Management Association) and a Research Committee member of Inquire UK. He is a Board member of the International
Association of Financial Engineers (IAFE). He is the European Chair of the Steering Group of the Investor Risk Committee (IRC)
of IAFE working on guidelines for disclosure and transparency for hedge funds. Giovanni is a CFA Charterholder.
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Roger G. Ibbotson
Roger G. Ibbotson is a Professor at Yale School of Management. He is Chairman of Zebra Capital Management, a quantitative equity hedge fund manager. In addition, he is Founder and Advisor to Ibbotson Associates, now a Morningstar Company. He has written numerous books and articles including Stocks Bonds Bills and Inflation (updated annually) which serves as a standard reference for information and capital market returns.
He received his PhD from the University of Chicago where he also taught for many years.
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Ernest L. Jaffarian, Founder, President and Chief Executive Officer of Efficient Capital Management, LLC
Ernest L. Jaffarian is the Founder, President and Chief Executive Officer of Efficient Capital Management, LLC (Efficient). He is a veteran of over 20 years within the alternative investment industry in
the areas of trading, portfolio construction, and risk management. In 1986 he joined Chicago Research & Trading Inc. (CRT) as a member of the proprietary trading group on the floor of the Chicago Board Options
Exchange and rose to position of Senior Vice President for OTC Treasury Options. Immediately prior to founding Efficient, Mr. Jaffarian was responsible for the managed futures department of Hull Equity
Management, LLC and for the allocation of Hull Trading Company, LLC's proprietary capital among trading advisors.
Founded in 1999 by leaders from within the industry's preeminent trading organizations including CRT and Hull Trading, Efficient is dedicated to maximizing the unique benefits of cash-efficient "alpha" strategies for the
institutional investor. It presently allocates assets for a variety of global private bank, insurance company, funds of funds and private investor clients. It seeks and invests with more than 40 quantitative macro,
currency, managed futures, and relative value managers from 8 countries and 3 continents delivering broad diversification in more than 120 markets spanning currencies, interest rates, stock
indices, energy, base and precious metals and commodities. With a staff of 40, Efficient's significant infrastructure is dedicated to exceeding the most rigorous demands of institutional investors.
Available investment structures include private managed accounts and fund structures offering varying levels of capital funding efficiencies and principal protection structures.
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Martin Kuehrer, PhD, Principal, fin4cast
Dr. Martin Kuehrer is the Ceo of fin4cast. fin4cast develops systematic and purely model driven investment
strategies. Prior to joining Siemens in 1994 Dr Kuehrer held a number of positions with prominent engineering
companies. Dr Kuehrer has steered the quantitative strategies proposition at Siemens fin4cast from its
beginnings and has formed numerous successful partnerships with financial institutions. Dr Kuehrer is a
regular speaker at international conventions on asset management and quantitative investment management.
Dr Kuehrer has degrees in engineering and business administration as well as a PhD in finance.
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Steven Posner, Risk Manager, IKOS AM
Steven Posner is the risk manager of IKOS AM. Previously, he worked in risk management at Morgan Stanley
in London for 5 years and as a derivatives quant at Goldman Sachs for 6 years. He received his PhD in electrical
engineering from Princeton University in 1995.
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Karsten Schroeder
Karsten Schroeder is the CEO of Amplitude Capital and the portfolio manager for the Amplitude Dynamic Trading Fund. He oversees all the key decisions related to product development, trading ideas and strategy for the Amplitude's range of funds. Together with his partners he founded Amplitude Capital in September 2004.
Prior to that he was with McKinsey where he was involved in a number of key Corporate Finance projects involving blue chip European clients. Karsten received his Business Diploma from the HHL in Germany. Growing up in former Eastern Germany, he also lived in the US and Australia.
Karsten started trading Futures and Options at a young age and eventually turned his passion into his profession.
He regularly speaks at conferences and appears as a frequent guest on business channels, such as Bloomberg and CNBC.
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