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The How, Why, and Why Not of What If?
from Boston Security Analysts Society
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Tuesday, June 24, 2008, 12:15pm - 2:30pm
Asset allocation and other aspects of investment decision making for private wealth management involve a great deal of complexity and uncertainty. To the extent that many problems do not have simple algebraic solutions, Monte Carlo simulation and other numerical methods are often employed to "what if " a range of potential solutions. Mr. diBartolomeo will discuss the proper use of numerical simulation methods and illustrate both the pros and cons of such procedures. He will also consider other non-traditional approaches to asset allocation such as the Analytic Hierarchy Process and procedures based on global disutility minimization.
Mr. diBartolomeo oversees Northfield's development of quantitative models used by the money management industry to identify, measure and control portfolio and firm-wide risk.
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