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Announcement,Associate Editor,Journal of Investment Management Former Investment Director,Former Head of Asset Allocation,CalPERS.Dr.Yu Meng

2018.04.17

The event

Modern finance theories such as Market Efficiency Hypothesis (MEH) and Capital Asset Pricing Model (CAPM) make a number of assumptions, some of which are highly unrealistic. This talk aims to raise awareness of these assumptions, highlight the reasons behind each assumption and identify the unintended consequences that these assumptions give rise to. It concludes with a discussion on things we can do to mitigate such “assumption” risk.

Speaker

Dr. Yu (Ben) Meng serves as an Associate Editor for the Journal of Investment Management (JOIM). He also teaches at Haas School of Business at University of California at Berkeley (recipient of the Cheit Award for Excellence in Teaching) and Shanghai Advanced Institute of Finance (SAIF). 

Dr. Meng was the Investment Director and head of Asset Allocation at CalPERS, the largest U.S. pension fund. He was responsible for developing and implementing both strategic asset allocation and tactical asset allocation frameworks while managing cash and liquidity for the total fund. In addition to serving on the Portfolio Allocation Committee, he was also a voting member on Private Equity Investment Committee and Real Assets Investment Committee. He was the only person serving on all three investment committees.

Prior to CalPERS, Dr. Meng was Senior Portfolio Manager at former Barclays Global Investors (BGI) in San Francisco where he was instrumental in the development of a number of successful scientifically-driven hedge fund strategies. Before joining BGI, Dr. Meng worked as risk officer at Lehman Brothers in New York and bond trader at Morgan Stanley in New York. 

Time

Thursday, April 19th 7:00 pm 

Location

Schwarzman College, CFLD Hall (B1)
Doors Open at 6:30 pm 

Participation Approach

This event is open to Tsinghua students, faculty, and staff. Please present valid Tsinghua ID Card to access Schwarzman College. Guests will be admitted on a first come basis until all seating is full. This lecture will be given in English.

 

 

 

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