Financial Thought Exchange Podcast – Détails, épisodes et analyse

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Financial Thought Exchange Podcast

CFA Institute Research Foundation

Business & Entrepreneuriat

Fréquence : 1 épisode/15j. Total Éps: 39

The Financial Thought Exchange Podcast offers listeners invaluable insights from top financial thought leaders across various sectors. Whether you're a financial analyst, investor, or simply interested in the ”inside baseball” of the financial world, this podcast provides access to some of the most influential people shaping the industry. Brought to you by the CFA Institute Research Foundation, the Financial Thought Exchange is your go-to resource for staying informed and gaining a deeper understanding of the finance industry’s most pressing topics. Tune in for interviews with industry pioneers, expert analyses, and actionable insights you can apply in your own financial journey. Financial Thought Exchange is the official podcast and video channel of the CFA Institute Research Foundation. Check out our peer-reviewed research here: https://rpc.cfainstitute.org/en/research

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https://rpc.cfainstitute.org/en/research-foundation/donate
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https://rpc.cfainstitute.org/-/media/documents/article/rf-brief/introduction-to-alt-credit.pdf
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http://www.larrysiegel.org
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David Booth on Founding a Firm Based On Revolutionary Academic Innovations (Part 2)

lundi 28 avril 2025 • Durée 23:52

In Part 2, David Booth reflects on how Dimensional Fund Advisors expanded by partnering with fee-only financial advisors, helping to bring academic investing principles to individual clients. He emphasizes the importance of low fees both in appealing to personal investors and in delivering superior results to them. Booth discusses how his collaboration with leading finance professors led him to regard the University of Chicago as a business partner and describes his gift to the school as a “partnership distribution.”

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David Booth on Founding a Firm Based On Revolutionary Academic Innovations

lundi 28 avril 2025 • Durée 26:52

David Booth, one of the best-known investors in the world, founded Dimensional Fund Advisors (DFA) along with Rex Sinquefield and brought asset-class investing, a description that embraces both index funds and the index-based but value-added strategy that DFA pursues, to individual investors as well as institutions. David, who received a PhD from the University of Chicago’s Graduate School of Business, also made the largest donation in the University of Chicago’s history and, in recognition of that gift, the university renamed its business school the Booth School of Business.

In building DFA, David pioneered the use of finance academics as advisors and board members. Eugene Fama, the Nobel Prize-winning economist associated with the efficient market hypothesis, was his dissertation chairman, an early investor in DFA, and a current director of the firm. Other noted academics associated with the firm include Robert Merton, Roger Ibbotson, and Kenneth French.

In Part 1 of his interview, Booth joins Larry Siegel to reflect on the academic revolution that reshaped investing, the launch of Dimensional’s first small-cap strategies, and the challenges of selling a new idea to skeptical markets at a time when index and index-like funds were in its infancy. He shares stories from the University of Chicago’s golden age of financial economics and explains why investing in an index with an eye to adding value through trading and inventory management – not strictly passive indexing – became Dimensional’s guiding philosophy.

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Philip Maymin on the Future of AI in Finance

Épisode 14

mardi 16 juillet 2024 • Durée 55:27

In this episode, host Lotta Moberg is joined by Philip Maymin via Starlink to discuss the future of AI in the finance industry.

Dr. Philip Maymin is Portfolio Manager and Director of Asset Allocation Strategies at Janus Henderson. He is also the Endowed Schramm Chair of Analytics and the MSBA Program Director at Fairfield Dolan, the CTO for Swipe.bet, and an instructor at Analytics.Bet.

In the past, he has been a portfolio manager at Long-Term Capital Management, Ellington Management Group, and his own hedge fund. He was Assistant Professor of Finance and Risk Engineering at the NYU School of Engineering, as well as an analytics consultant with several NBA teams and the Chief Analytics Officer for Vantage Sports.

Maymin co-founded the journals Algorithmic Finance and the Journal of Sports Analytics. Additionally, he was a policy scholar for a free market think tank, a Justice of the Peace, a Congressional candidate, and an award-winning journalist.

Philip was a finalist for the 2010 Bastiat Prize for Online Journalism. He was awarded a Wolfram Innovator Award in 2015. He won the Wolfram Live Coding Challenge in 2016 and second place in 2018, and he won the Wolfram One-Liner Competition in 2015, 2016, 2018, and 2019. He was a finalist for the Hackathon and won the Grand Prize for Best Research Paper at the 12th Annual MIT Sloan Sports Analytics Conference in 2018, and won the Hackathon at the 14th Annual MIT Sloan Sports Analytics Conference in 2020. His popular writings have been published in dozens of media outlets ranging from Bloomberg to Forbes to the New York Post to American Banker to regional newspapers, and his research has been profiled in dozens more, including The New York Times, Wall Street Journal, USA Today, Financial Times, Boston Globe, NPR, BBC, Guardian (UK), CNBC, Newsweek Poland, Financial Times Deutschland, and others. Maymin holds a Ph.D. in Finance from the University of Chicago, a Master's in Applied Mathematics from Harvard University, and a Bachelor's in Computer Science from Harvard University. He also holds a J.D. and is an attorney-at-law admitted to practice in California. Financial Thought Exchange is brought to you by the CFA Institute Research Foundation. If you would like to support the show and our work, please use the following donation link: https://rpc.cfainstitute.org/en/research-foundation/donate

William Goetzmann on Financial Archeology

Épisode 13

mardi 2 juillet 2024 • Durée 01:00:54

In this episode, Prof. William Goetzmann joins host Larry Siegel to discuss financial archeology, and how the early history of financial institutions can inform modern practices.

William N. Goetzmann is the Edwin J. Beinecke Professor of Finance and Management Studies at the Yale School of Management, and executive editor of the Financial Analysts Journal. He won the James R. Vertin Award from the CFA Institute for “research notable for its relevance and enduring value to investment professionals.”

He is author of the highly acclaimed book, Money Changes Everything: How Finance Made Civilization Possible.

Prior to his academic career, Goetzmann worked as an archaeologist, a writer and producer of PBS documentaries, and served as the director of the American Museum of Western Art in Denver, Colorado during 1984–85.

Laurence B. Siegel is the Gary P. Brinson Director of Research at the CFA Institute Research Foundation and a writer, speaker, and consultant. He is the author of Fewer, Richer, Greener: Prospects for Humanity in an Age of Abundance and Unknown Knowns: On Economics, Investing, Progress, and Folly. He has also written or co-authored several CFA Institute Research Foundation monographs and briefs.

Earlier in his career, Larry was director of research in the investment division of the Ford Foundation and, before that, Ibbotson Associates (now part of Morningstar). He holds BA (1975) and MBA (1977) degrees from the University of Chicago. His website is http://www.larrysiegel.org

Financial Thought Exchange is brought to you by the CFA Institute Research Foundation. If you would like to support the show and our work, please use the following donation link: https://rpc.cfainstitute.org/en/research-foundation/donate

Joseph Simonian on Model Validation in Finance

Épisode 12

vendredi 21 juin 2024 • Durée 54:03

In this episode, host Lotta Moberg is joined by Joseph Simonian to discuss the importance of understanding the field of model validation and how it applies to the financial industry.

His published work on the topic can be found here: https://rpc.cfainstitute.org/en/research/foundation/2024/investment-model-validation

Joseph Simonian is a globally renowned investor and researcher who has
conducted extensive research in quantitative finance, machine learning, factor
investing, and portfolio construction. Over the course of a 20-year career in the
investment industry, he has held senior portfolio management and research
positions in several prominent asset management firms. He is also the founder
and CIO of Autonomous Investment Technologies.

Simonian is a noted contributor to leading finance journals and a prominent
speaker at investment events worldwide. He is co-editor of the Journal of
Financial Data Science, is on the editorial board of the Journal of Portfolio
Management, chairman of the board of directors of the Financial Data
Professional Institute, and a member of the CFA Institute Research and Policy
Center Technical Commitee. Simonian has authored over 40 publications in
leading investment journals. He is co-author of the book Quantitative Global
Bond Portfolio Management and author of Computational Global Macro, slated
for release in 2024.

Financial Thought Exchange is the official podcast and video channel of the CFA Institute Research Foundation. If you would like to support the show and our work, please donate here: https://rpc.cfainstitute.org/en/research-foundation/donate

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William Sharpe & Martin Leibowitz on Equity Risk Premium, Spending Rates & Investing for Retirement

Épisode 11

samedi 15 juin 2024 • Durée 01:07:31

Bill and Marty Join host Larry Siegel to discuss equity risk premium, spending rates, and investment strategies for retirement.

William F. Sharpe, born in 1933, is the STANCO 25 Professor of Finance, Emeritus at Stanford University’s Graduate School of Business. He was one of the originators of the Capital Asset Pricing Model and is the best-known exponent of it. He developed the "Sharpe Ratio" for investment performance analysis, and is one of the most widely published and celebrated authors of journal articles in the history of finance. He wrote the best-selling textbook, Investments, and many other books. In 1990, he received the Nobel Prize in Economic Sciences.

Martin L. Leibowitz is President of Advanced Portfolio Studies LLC (APS), a consulting firm focused on issues of asset valuation and portfolio allocation. Dr. Leibowitz currently serves on the investment committees of Singapore’s GIC, the Institute for Advanced Study, the Carnegie Corporation, the IMF pension system, and the American Academy of Arts and Sciences.

In 2021, Leibowitz received the Singapore National Day Award for his work with the GIC fund. In 2015, he was named “Financial Engineer of the Year” by the IAQF. He has written over 300 articles and has been the most frequently-published author in both the Financial Analysts Journal (FAJ) and the Journal of Portfolio Management (JPM). Ten of his FAJ articles have received Graham and Dodd Awards. He is one of very few recipients who have received all three of the CFA Institute’s highest awards.

Mark Kritzman on Relevance-Based Prediction, An Alternative to Machine Learning

Épisode 10

samedi 1 juin 2024 • Durée 01:02:53

Mark joins host Lotta Moberg to discuss relevance-based prediction, a transparent and adaptive alternative to machine learning.

Mark Kritzman, CFA is a Founding Partner and CEO of Windham Capital Management, LLC. He is also a Founding Partner of State Street Associates, and he teaches a graduate finance course at the Massachusetts Institute of Technology.

Mark served as a Founding Director of the International Securities Exchange and as a Commissioner on the Group Insurance Commission of the Commonwealth of Massachusetts. He also served on the Advisory Board of the Government Investment Corporation of Singapore (GIC) and the boards of the Institute for Quantitative Research in Finance, The Investment Fund for Foundations, and State Street Associates.

He is currently a member of the Advisory Board of the MIT Sloan Finance Group, the Board of Trustees of St. John’s University, the Emerging Markets Review, the Journal of Alternative Investments, the Journal of Derivatives, the Journal of Investment Management, where he is Book Review Editor, and The Journal of Portfolio Management.

Relevance-based prediction is a new approach to data driven forecasting which serves as a favorable alternative to both linear regression analysis and machine learning. In this episode, Mark Kritzman, one of the leading researchers in this field, joins us to discuss the seminal scientific innovations underlying this approach to predictions, namely the Prasanta Mahalanobis’ distance measure and Claude Shannon’s information theory.

We also discuss the three key tenets of relevance-based prediction, that of relevance, which measures the importance of an observation to a prediction, fit, which measures the reliability of each individual prediction task, and codependence, which holds that the choice of observations and predictive variables should be determined jointly for each individual prediction task. Get ready for a highly educational, stimulating, and demanding episode!

To review Mark's work for yourself, use the links below:

JOIM paper (Relevance)

Tom Idzorek & Paul Kaplan on Lifetime Financial Advice: Part Four

Épisode 9

vendredi 3 mai 2024 • Durée 01:13:30

In this episode, Tom & Paul join host Lotta Moberg for the fourth time to finish their conversation covering how life-cycle finance provides a practical, integrated three-stage model for financial planning that not only embraces life-cycle finance but also integrates it with single-period optimization models.

Thomas M. Idzorek, CFA, is chief investment officer, retirement, for Morningstar Investment Management LLC. He also serves as a member of Morningstar’s 401(k) committee, Public Policy Council, Global Investment Committee, U.S. Investment Policy Committee, the editorial board of Morningstar magazine, and the Journal of Investment Management conference series Advisory Board.

Paul D. Kaplan, CFA, was director of research for Morningstar Canada and a senior member of Morningstar’s global research team. He led the development of many of the quantitative methodologies behind Morningstar’s fund analysis, indexes, adviser tools, and other services. Kaplan conducted research on asset allocation, retirement income planning, portfolio construction, index methodologies, and other investment topics.

To review their research in its entirety, click here: https://rpc.cfainstitute.org/en/resea... Financial Thought Exchange is the official podcast and video channel of the CFA Institute Research Foundation. If you would like to support the show and our work, please donate here: https://rpc.cfainstitute.org/en/resea...

Tom Idzorek & Paul Kaplan on Lifetime Financial Advice: Part Three

Épisode 8

mercredi 1 mai 2024 • Durée 01:08:00

In this episode, Tom & Paul join host Lotta Moberg for the third time to continue their conversation covering how life-cycle finance provides a practical, integrated three-stage model for financial planning that not only embraces life-cycle finance but also integrates it with single-period optimization models.

To review their research in its entirety, ⁠click here⁠.

Financial Thought Exchange is the official podcast and video channel of the CFA Institute Research Foundation. If you would like to know more about who we are and what we do, please ⁠click here⁠.

If you would like to support the show and our work, please donate using this link: ⁠https://rpc.cfainstitute.org/en/research-foundation/donate

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Tom Idzorek & Paul Kaplan on Lifetime Financial Advice: Part Two

Épisode 7

vendredi 26 avril 2024 • Durée 01:05:13

Tom & Paul join host Lotta Moberg for the second time to continue discussing how life-cycle finance provides a practical, integrated three-stage model for financial planning that not only embraces life-cycle finance but also integrates it with single-period optimization models. Here is a link to their research: https://rpc.cfainstitute.org/en/research/foundation/2024/lifetime-financial-advice-a-personalized-optimal-multilevel-approach

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