When in-sample and out-of-sample turn out to be just one sample
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Date: 02-23-2004
Start Time:
5:30pm
End Time: 7:00pm
Speaker: Tanya Styblo Beder, Caxton Associates, LLC
Location: 412 Schapiro CEPSR, Davis Auditorium
BIO
Tanya Styblo Beder is a Managing Director of Caxton Associates, LLC, a
$10 billion investment management firm located in New York City. Ms. Beder
joined Caxton in May of 1999 and heads the Strategic Quantitative Investments
Division. Prior to Caxton, Ms. Beder had over 20 years of Wall Street experience
as President of Capital Market Advisors, Capital Market Risk Advisors and as a
Vice President of The First Boston Corporation. In 1997 Euromoney named Ms.
Beder as one of the top 50 women in finance around the world.
Ms. Beder
has appeared before the United States Congressional Subcommittee on
Telecommunications and Finance as an industry and derivatives expert before the
OECD (Organization for Economic Cooperation and Development) as an expert on
risk in the global financial landscape, and before the U.S. Senate Special
Committee as an expert on the Year 2000 Technology Problem. Ms. Beder is
Chairman of the Board of the International Association of Financial Engineers
and is the co-chair of The Investor Risk Committee. She was an author of the
Risk Standards for Institutional Investors and Institutional Investment
Managers.
She has been on the faculty of the Yale University School of
Management and is an appointed Fellow of the International Center for Finance at
Yale, and has been on the adjunct faculty at the Columbia University Graduate
School of Business Administration.
Ms. Beder holds a M.B.A. in finance
from Harvard University and a B.A. in mathematics from Yale University. Ms.
Beder has written several articles in the financial area that have been
published by The Journal of Portfolio Management, The Financial Analysts
Journal, The Harvard Business Review, The Journal of Financial Engineering,
Probus Publishing, John Wiley & Sons, and Simon & Schuster.