CDAR’s members often attend conferences and symposia giving presentations and participating in panel discussions regarding risk analytics, applied statistical methods, and investment portfolio management techniques. The following are current and past listings of our Co-Directors and affiliated researchers sharing research projects and results.

Upcoming Engagements


Sunday, December 17, 2017 | 8:00 AM to 5:00 PM

Past Engagements


Wednesday, November 15, 2017 | 3:30 PM to 4:30 PM
Lisa Goldberg presents research paper "The Dispersion Bias" at UC Santa Barbara
Abstract: Estimation error has plagued quantitative finance since Markowitz launched modern portfolio theory in 1952. Using random matrix theory, we characterize a source of bias


Monday, November 13, 2017 | 4:00 PM to 5:00 PM


Friday, November 3, 2017 | 8:20 AM to 5:00 PM
Lisa Goldberg and Jeffrey Bohn to speak at Swissquote Conference 2017 on FinTech
From the event website: Innovation in financial technology (FinTech) has transformed the financial services industry over the past decade and the technological changes are ongoing.


Friday, October 13, 2017 | 12:00 AM to 11:59 PM
Dr. Kyong Shik Eom will give a lecture at the Korea Securities Association
The lecture is titled “Changes in the Regulatory and Technological Environments for Capital Markets in the U.S. and Europe: Lessons for Korea.”


Thursday, October 12, 2017 | 3:00 PM to 5:00 PM
Lisa Goldberg to be a panelist at the "Wealth Management Series: Commoditization of Long Only Equities"
The "Wealth Management Series: Commoditization of Long Only Equities" is presented by CFA Society of San Francisco. Lisa Goldberg, PhD, Director of Research, Aperio Group


Wednesday, October 11, 2017 | 12:00 AM to 11:59 PM
Dr. Kyong Shik Eom will give a lecture at the Korea Exchange
The lecture is titled “Changes in the Regulatory and Technological Environments for Capital Markets in the U.S. and Europe: Lessons for Korea.”


Tuesday, October 10, 2017 | 12:00 AM to 11:59 PM
Dr. Kyong Shik Eom will give a lecture at The Graduate School of Business at Korea University
The lecture is titled “Changes in the Regulatory and Technological Environments for Capital Markets in the U.S. and Europe: Lessons for Korea.”


Wednesday, October 4, 2017 | 8:30 AM to 6:00 PM
Lisa Goldberg and Jeffrey Bohn to give talk, "Should ESG be Embedded as a Risk Factor in Multi-Factor Models?" at the CFA Fourth Annual Sustainable Investing Conference
CDAR co-director Lisa Goldberg and CDAR Affiliated Researcher/Board Member Jeffrey Bohn to give talk, "Should ESG be Embedded as a Risk Factor in Multi-Factor Models?"


Thursday, September 28, 2017 | 4:50 PM to 5:50 PM
AFTLab Seminar: Lisa Goldberg
Do Steph Curry and Klay Thompson Have Hot Hands? The Splash Brothers, Steph Curry, and Klay Thompson, are great shooters but they are not streak


Friday, September 1, 2017 | 1:10 PM to 2:30 PM
CDAR Co-Director Lisa Goldberg to give lecture: "Do Steph Curry and Klay Thompson Have Hot Hands?"
Abstract: The Splash Brothers, Steph Curry, and Klay Thompson, are great shooters but they are not streak shooters. Only rarely do they show signs of


Tuesday, July 4, 2017 | 5:00 PM to 5:30 PM
Alexander Shkolnik, CRMR Postdoctoral Scholar, to give contributed session at the International Conference on Monte Carlo Methods and Applications
Alexander Shkolnik, CRMR Postdoctoral Scholar, to give contributed session at the MCM 2017 International Conference on Monte Carlo Methods and Applications Session title: Compactness Approaches


Monday, May 15, 2017 | 3:00 PM to 5:00 PM
Co-Director Lisa Goldberg moderated a panel, "Should ESG be Embedded as a Risk Factor?"
Join Chicago Booth's Social Enterprise Initiative and investment management firm Aperio Group to discuss the pros and cons of including ESG factors in portfolio risk models.


Thursday, April 6, 2017 | 5:15 PM to 6:15 PM
Financial and Insurance Mathematics Seminar by ETH Zürich
CDAR Co-Director Lisa R. Goldberg to present a seminar titled "Identifying Financial Risk Factor with Sparse and Low-Rank Decompositions" (link to page). Abstract: We show


Wednesday, April 5, 2017 | 12:00 AM to 11:59 PM
Dr. Kyong Shik Eom at the Korea Exchange (KRX) in Busan, South Korea
  Sponsored by the KRX Division of Derivatives Market, Dr. Kyong Shik Eom will lecture on the Changes in the U.S. and E.U. Capital Markets


Thursday, March 23, 2017 | 1:30 PM to 8:30 PM
BSTARS Conference 2017
The Berkeley Statistics Annual Research Symposium (BSTARS) surveys the latest research developments in the department, with an emphasis on possible applications to statistical problems encountered


Thursday, March 9, 2017 | 4:30 PM to 7:00 PM
SF ESG Forum
The SF ESG Forum will be on Thursday March 9, 4:30-6:45pm, including networking at the end. The event is co-sponsored by: The Saint Mary’s College of California


Thursday, March 9, 2017 | 7:00 AM to 5:30 PM
Investment Symposium by Society of Actuaries
Session on Big Data by Robert Anderson and Gautham Sastri (link to website)
There's no question that Big Data is the new engine driving innovation in the insurance industry. This includes improved customer service to reduced incidence of fraud, target marketing and more efficient pricing. But What about the investment space? Can the boundless reservoir of information help insurance investment professionals find alpha, generate extra yield or reduce investment risk? Does social media open up new horizons and offer an alternative to the daily barrage of ubiquitous market data that has fed the investment industry for the last half century? These are just some of the Big Data questions that will be discussed at this year's Investment Symposium.


Thursday, February 23, 2017 | 12:30 PM to 7:00 PM
2017 Elfenworks Center for Responsible Business Conference
Harnessing the Power of Big Data for Social Good (link to website)
The conference will present a dialogue on what Big Data means for businesses and non-profit organizations, the successes and challenges of collecting Big Data, how they are currently used or misused (or can be) by both for-profits and non-profits and identify promising areas for management research and education in Big Data. The conference will have two panels followed by a keynote speech.
This conference is cosponsored by CDAR and the Berkeley CRB.  


Tuesday, November 22, 2016 | 8:00 AM to 5:00 PM
KOSDAQ 20th Anniversary Forum
Kyong Shik Eom, CDAR Affiliated Researcher, to be the single keynote speaker for the KOSDAQ 20th Anniversary Forum November 22, 2016 at the Korea Exchange


Saturday, November 19, 2016 | 8:00 AM to 5:00 PM
SIAM Conference on Financial Mathematics & Engineering
Alex Papanicolaou, CDAR Postdoctoral Researcher, to speak at the SIAM Conference on Financial Mathematics & Engineering
November 17-19, 2016 in Nashville, Tennessee (link to website)
The Activity Group on Financial Mathematics and Engineering focuses on research and practice in financial mathematics, computation, and engineering. Its goals are to foster collaborations among mathematical scientists, statisticians, computer scientists, computational scientists, and researchers and practitioners in finance and economics, and to foster collaborations in the use of mathematical and computational tools in quantitative finance in the public and private sector.


Wednesday, November 16, 2016 | 8:00 AM to 5:00 PM
2016 INFORMS Annual Meeting
Alex Papanicolaou, CDAR Postdoctoral Researcher, gave a talk at the 2016 INFORMS Annual Meeting at the Music City Center & Omni Nashville Hotel The INFORMS 2016 featured


Friday, November 11, 2016 | 8:00 AM to 5:00 PM
Conference on Sustainable, Responsible, Impact Investing (SRI)
CDAR Co-Director Lisa Goldberg Presented the Moskowitz Prize at 2016 SRI Conference  (link to full press release)
The Moskowitz Prize is a global award recognizing outstanding academic research on a topic germane to the sustainable, responsible, impact (SRI) investment industry. The Annual SRI Conference serves thought leaders, investors, and investment professionals in the ESG, Shareowner Advocacy, and Impact Investing space, catalyzing the shift to a more socially equitable and environmentally sustainable economy.


Saturday, October 22, 2016 | 8:00 AM to 5:00 PM
FMA International 2016 Annual Meeting
Baeho Kim, CDAR Visiting Researcher, to present at FMA International’s 2016 Annual Meeting A Smiling Bear in the Equity Options Market and the Cross-section of


Thursday, October 13, 2016 | 3:00 PM to 5:00 PM
Center for Financial and Risk Analytics Seminar
Lisa Goldberg and Alex Shkolnik to speak at Stanford’s Center for Financial Risk Analytics  The Center for Financial and Risk Analytics at Stanford University pioneers financial models, statistical


Wednesday, August 31, 2016 | 4:00 PM to 5:00 PM
Alex Papanicolaou: Background Subtraction for Pattern Recognition in High Frequency Financial Data
This event is part of a series of Neyman seminars offered through the Statistics Department. Abstract: Financial markets produce massive amounts of complex data from


Friday, August 19, 2016 | 12:00 AM to 11:59 PM
2016 International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC)
The MCQMC Conference is a bienniel meeting on Monte Carlo and quasi-Monte Carlo methods. It usually attracts 150 to 200 mathematicians, computer scientists, statisticians and


Friday, June 24, 2016 | 8:00 AM to 5:00 PM
Algorithms for Modern Massive Data Sets (MMDS 2016) Workshop
Modern Massive Data Sets (MMDS) hosts workshops to, “explore novel techniques for modeling and analyzing massive, high-dimensional, and nonlinearly structured data sets, and to bring together computer scientists, computational and applied mathematicians, statisticians, and practitioners to promote cross-fertilization of ideas.” Alex Shkolnik, CDAR affiliate with the Center for Risk Management Research, and CDAR Co-Director Lisa Goldberg, presented at the conference. The 2016 Workshop is sponsored by the Berkeley Institute for Data Science.


Thursday, May 12, 2016 | 4:30 PM to 5:30 PM
Stanford Center for Financial Risk Analytics Seminar
CDAR Co-Director Bob Anderson presented: “PCA with Model Misspecification” The theoretical justifications for Principal Component Analysis (PCA) typically assume that the data is IID over


Friday, March 25, 2016 | 8:00 AM to 5:00 PM
Berkeley–Columbia Meeting in Engineering and Statistics 
The Berkeley-Columbia Meeting provides an interdisciplinary forum for research in Engineering, Finance, Mathematics and Statistics. CDAR’s Co-Directors, Robert Anderson and Lisa Goldberg, gave talks on PCA with Model Misspecification  and


Saturday, January 9, 2016 | 8:00 AM to 5:00 PM
2016 Joint Mathematics Meetings (JMM)
Lisa Goldberg participated in the panel discussion: Mathematical careers beyond academia, organized by the AMS Committee on Science Policy, during the Friday proceedings at the Washington


Sunday, November 1, 2015 | 8:00 AM to 5:00 PM
Lisa Goldberg: Optimizing Value (Forthcoming in the Journal of Portfolio Management), Northfield’s 28th Annual Research Conference
Since Graham and Dodd (1934), top finance professionals have argued that value investing— the orderly pursuit of underpriced securities—delivers a premium by outperforming the market


Friday, October 2, 2015 | 8:00 AM to 5:00 PM
Bob Anderson: Determinants of Levered Portfolio Performance, Pension Investment Association of Canada (PIAC)
Many Canadian pension funds use leverage to reduce the risk inherent in the asset-liability imbalance, to employ risk parity strategies, or to enhance asset returns,