TOPIC: IMPROVING INVESTMENT MANAGEMENT – GLOBAL DIVERSIFICATION AND
UNDERSTANDING THE SOURCES OF ALPHA
GUEST SPEAKER: NOBEL LAUREATE PROFESSOR ROBERT C. MERTON
(IBF Programme Code: P190724QJQ)
* Special group rate: 15% group discount for group registrations of 10 pax or more
- Date: 30 September 2019, Monday
- Time: 9.00am - 1.00pm
- Venue: Mandarin Oriental, Singapore
- Fee: S$800*^ (before GST)
^ Eligible for 50% to 90% IBF-FTS funding (For more information on the funding, please refer to https://www.ibf.org.sg/programmes/Pages/IBF-FTS.aspx.)
- Eligible for 4 CACS CPD hours under Financial Industry Developments, Product Training, Functional Competencies, Leadership / 4 Supplementary FAA CPD hours / 4 Supplementary SFA CPD hours
WMI is proud to celebrate the launch of the WMI Temasek Distinguished Leaders Series (TDLS) on 30 September 2019. The inaugural TDLS event will feature Nobel Laureate Professor Robert C. Merton on the topic “Improving Investment Management: Global Diversification and Understanding the Sources of Alpha”.
Professor Robert C. Merton is the School of Management Distinguished Professor of Finance at Massachusetts Institute of Technology, and the John and Natty McArthur University Professor Emeritus at Harvard University. He is concurrently Resident Scientist at Dimensional Holdings, Inc., where he is also creator of global integrated retirement-funding solution system, Target Retirement Solution.
Professor Merton is renowned for pioneering the models for credit risk assessment and valuation of options and derivatives, which are regarded as the foundational bedrock underlying financial investments, trading and stock markets today. A founding name behind the widely acclaimed Black-Scholes Merton (BSM) model introduced in 1973, his contribution in generalising the original Black-Scholes formula paved the way for the flourishing of contemporary financial products through tractable risk exposure security.
Professor Merton was awarded the Alfred Nobel Memorial Prize in Economic Sciences (1997) for a new derivatives valuation methodology for estimating multifarious types of options. His other notable works were equally watershed as the originator of Continuous-Time Finance treatise and the Intertemporal Capital Asset Pricing Model (ICAPM), as well as co-author of publications Cases in Financial Engineering: Applied Studies of Financial Innovation; The Global Financial System: A Functional Perspective; Finance; and Financial Economics.
Professor Merton’s lifework is known for translating finance science into practice. He received the 2013 WFE Award for Excellence from World Federation of Exchange and the 2011 CME Group Melamed-Arditti Innovation Award, amongst many other honorary accolades and lifetime achievement awards.
WMI invites all participants to be part of this exceptional opportunity to dialogue with one of the greatest influential minds in the history of finance. Early registration is appreciated as strong demand is expected.
Full information on the biography of Professor Robert C. Merton can be accessed at https://robertcmerton.com/.
For enquiries, please contact connectWMI@ntu.edu.sg.
The information above is correct at the time of publication. WMI reserves the right to change contents without prior notice.