Yale School of Management

Posts by Asset Management

Finance Faculty Win the 2020 Harry M. Markowitz Award for Machine Learning Research

By: Electra Ferriello March 3, 2021
Machine Learning

The Yale ICF would like to congratulate ICF Faculty Associate Director Bryan T. Kelly, Professor Tobias J. Moskowitz and their co-author Ronen Israel (AQR Capital Management) for winning the 2020 Harry M. Markowitz Award for their paper, "Can Machines 'Learn' Finance?" The award...

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Sandra Urie ’85 Discusses Her Career in Investment Management with Asset Management Students

By: Electra Ferriello February 15, 2021
Sandra Urie /85

Sandra Urie ’85, Chairman Emeritus of Cambridge Associates and ICF Advisory Board member, recently spoke to Professor William Goetzmann’s asset management students in the Yale MBA for Executives program. She first gave a brief overview of her professional background and why she...

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European Commission gives tentative support for "network" of public asset management companies

December 22, 2020
On December 16, the European Commission (EC) announced its support for the creation of a network of national asset management companies (AMCs) (also known as “bad banks'') and encouraged Member States to create AMCs. Such institutions would acquire and manage non-performing assets (NPAs) from the balance sheets of lenders in their home countries. Assuming participating lenders can withstand the losses associated with selling these NPAs, this could free up space for new loans and ultimately bolster profitability. European banks have had profitability problems since the Global Financial Crisis. The Wall Street Journal recently wrote that the proposal shows that “Officials are publicly acknowledging a key lesson from the 2008 crisis: Fast balance-sheet cleanup helped U.S. banks recover quickly, while European lenders struggled under a lingering hangover of bad loans.” Continue reading “European Commission gives tentative support for "network" of public asset management companies”

How Asset Management Colloquia Complement Classroom Learning

By: Tim Gunning May 15, 2020
Tim Gunning

As a newly welcomed Class of 2021 EMBA student, I am grateful for being able to participate in the Asset Management colloquia series this past Fall, which included four impressive speakers from the Yale community. Our first speaker was Aleh Tsyvinski, Arthur M. Okun Professor of Economics.  He...

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Conference Recap: Yale RFS Real and Private-Value Assets

By: Electra Ferriello February 12, 2020
Goetzmann

On January 31st, the ICF sponsored and hosted a conference jointly with the Review of Financial Studies about "Real and Private-Value Assets" at the Yale School of Management.  ICF Faculty Director, Professor William Goetzmann, was the conference chair along with Professors Christophe Spaenjers...

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David Swensen Teaches Asset Management Students About "The Yale Model"

By: Electra Ferriello January 13, 2020
Dave Swensen

Professor William Goetzmann is the Faculty Director of the MBA for Executives Asset Management track and currently teaches MGT807E Portfolio Management: Alternative Portfolios. In his class, Goetzmann takes students on an in-depth dive into the use of alternative investments in the institutional...

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Registration Open! Yale RFS Real and Private-Value Assets Conference

By: Electra Ferriello December 5, 2019
Yale SOM

Registration is now open to attend the Yale RFS Real and Private-Value Assets Conference on January 31, 2020 held in New Haven, CT at the Yale School of Management. Visit the conference website for registration information and to view the agenda (which happens to include a paper about, “The...

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