“Asset Management, Asset Managers and Systemic Risk”, Paris December 2015 Finance Meeting EUROFIDAI – AFFI, December 17, 2015.
“An Examination of Determinants of Expatriate Career Intentions,” presented by A. Joardar, AIB 2015 Bengaluru Conference, June 27 − 30, 2015, Indian Institute of Management, Banga- lore (IIMB), India.
“Robust Filtering, Portfolio Replication and Leverage Effect,” GSOM Research Seminar, February 18, 2015, Clark University, Worcester, MA.
“Factor Selection in Dynamic Hedge Fund Replication Models : A Bayesian Approach,” WPI Statistics Seminar, September 29, 2014, Worcester Polytechnic Institute, Worcester, MA.
“Factor selection in hedge fund replication dynamic models : a Bayesian approach,” Invited Talk, Conference on Bayesian Model Comparison, February 21-22, 2014, UC Irvine, Irvine, CA.
“Risk Parity Portfolios with Risk Factors,” AFFI 2013, May 29th − 31st, 2013, EM Lyon, Lyon, France.
“Beyond Risk Parity : Using Non-Gaussian Risk Measures and Risk Factors,” Boston QWAFAFEW Discussion, January 15, 2013, Boston, MA.
“A Survey of Filtering Techniques Applied to Hedge Fund Replication,” Invited Talk, Computational and Financial Econometrics 2012, December 1-3, 2012, Oviedo, Spain.
“Factor selection in hedge fund replication dynamic models : an application of forward filtering- backward sampling algorithm and reversible-jump MCMC,” Invited talk, ICSA Applied Statistical Symposium, June 24, 2012, Boston, MA.
“Hedge Fund Replication and Tracking Problems : a “new” approach to Alternative Beta” Fidelity Investment Strategic Research Group, May 20, 2010, Boston, MA.
“Hedge Fund Replication Using H∞ Filters : Report on a work in Progress,” Contributed Paper, April 17, 2010, New England Statistics Symposium, Harvard University, Cambridge, MA.
“Tracking Problems, Hedge Fund Replication and Alternative Beta,” Contributed Paper, August 1-6, 2009, Joint Statistical Meetings, Washington D.C.
“Risk Management Lessons from Madoff Fraud,” Invited Talk, Battles Lecture, May 29, 2009, NES/MAA meetings at Fairfield University, Fairfield, CT.
“Risk Management Lessons from Madoff Fraud,” Contributed Paper, April 25, 2009, New England Statistics Symposium, University of Connecticut, Storrs, CT.
“Tracking Problems, Hedge Fund Replication and Alternative Beta,” February 12, 2009, Mathematical Sciences Department Seminar, Bentley University, Waltham, MA.
“Hedge Fund Replication and Alternative Beta: a review and a tentative new framework.” November 18, 2008, Finance Department Brown Bag Seminar, IE Business School, Madrid, Spain.
“ACD models: Models for data irregularly spaced in time.” Contributed Paper, April 19, 2008, New England Statistics Symposium, Suffolk University, Boston, MA