complete list of published papers papers and presentations
TRANSCRIPT
WAYNE H. WAGNER BIOGRAPHICAL DATA
EXPERIENCE
2008-present OMNI, a Consulting Partnership.
2006-2008 ITG, INC. Senior Advisor
2002-2005 JPMORGAN Chase, Inc., Senior Vice President
1986-2005 PLEXUS GROUP, Inc, Founder/Chairman of the Board
1973-1986 WILSHIRE ASSOCIATES, Founding Partner/Chief Investment Officer
1972-1973 WAYNE H. WAGNER: INVESTMENT MANAGEMENT PROCEDURES, Independent Consultant
1964-1972 WELLS FARGO BANK, Assistant Vice President, Management Science Department
1961-1964 INTERNATIONAL BUSINESS MACHINES, Systems Engineer – Scientific, San Francisco Financial Office
FAVORITE CAREER ACHIEVEMENTS
2005 Plexus Group sold to ITG Solutions, Inc.1990 Brought first implementation shortfall cost measurement to market1987 Brought Instinet’s Crossing Network to market1986 Formed Plexus Group1983 Formed Wilshire Asset Management, managed Wilshire 5000 funds, created double blind program trading methods1979 Developed Trust Universe Comparison Service (TUCS)1975 Implemented first commercial system for Index Fund management1975 Wilshire Associates partnership formed1970 Designed software and procedures for managing the very first Index Fund, created passive trading technique1966 Statistical analysis to support system for Credit Scoring1963 Program for optimal Municipal Bond Bid Scaling
SERVICE AND HONORS
Advisory Board, Dow Jones/Wilshire Indexes, 2006-presentAdvisory Board, The Journal of Trading, 2005-presentBoard of Directors, ReFlow, LLC, 2005-presentCFA Institute Annual Conference Program Committee, 2003-presentAdjunct Professor, Marshall School of Business, University of Southern California, 2003, 2004Visiting Professor, Anderson School of Business, University of California – Los Angeles, 2003Editorial Board, Financial Analysts Journal, 2002-present.Editorial Board, Journal of Indexes, 2002 - presentLos Angeles Book Publicists “Irwin Award” 2001Investment News “Power Elite Hall of Fame” 2001Advisory Board, Center for the Study of Securities Markets, Pace University, 2001 - 2006Board of Directors, The Institute for Quantitative Research in Finance, 2001- presentAIMR Blue Ribbon Task Force on Best Execution, 2000-20021999 Consultant of the Year, Plan Sponsor MagazineAIMR Blue Ribbon Task Force on Soft Dollars, 1998Regent, AIMR Financial Analysts Seminar 1996-1999Advisory Board, Investment Management Institute 1988 - 2005Editorial Board, TRILLION Magazine, 1987-1988Graham and Dodd Award, Financial Analysts Federation, 1984Graham and Dodd Award, Financial Analysts Federation, 1971
EDUCATION
STANFORD UNIVERSITY UNIVERSITY OF WISCONSINMaster of Science , 1961 Bachelor of Business Administration, 1960Department of Statistics School of CommerceManagement Sciences Major Statistics Major, Finance Minor
PUBLICATIONSBooks, Chapters, Articles and Papers
92 THE INCREDIBLE STORY OF TRANSACTION COST MANAGEMENT – A PERSONAL RECOLLECTIONJournal of Trading (lead article)Summer, 2008
91 NOBLE CHALLENGES: THE TRADING CHALLENGENOBLE CHALLENGESRalph Rieves and Wayne Wagner, editorsForthcoming, 2008
90. IF BEST EXECUTION IS A PROCESS, WHAT DOES THAT PROCESS LOOK LIKE?(with Mark Edwards)Journal of Trading, Summer 2007
89. DECISION DRIVERS CFA Magazine, May, 2007
88. IMPLEMENTING INVESTMENT STRATEGIES(with Mark Edwards)INVESTMENT STRATEGIES AND PORTFOLIO MANAGEMENT HANDBOOK, Frank Fabozzi, Editor Wiley, 2007
87. ELECTRONIC TRADING: RIVAL OR REPLACEMENT FOR TRADITIONAL FLOOR-BASED EXCHANGES?WORLD OF EXCHANGES: ADAPTING TO A NEW ENVIRONMENTShahin Shojai, EditorEuromoney Books, 2007
86. IMPLEMENTATION OF PORTFOLIO BUILDING: EXECUTIONMANAGING INVESTMENT PORTFOLIOSA DYNAMIC PROCESS(with Jack L. Treynor and Ananth Madhavan)John L. Maginn & Dennis McLeaveyWarren, Gorham & Lamont, Boston, 2007(CFA Study Guide)
85. SHOULD I FIRE MY TRADER OR PAY HIM A MILLION?(with Gary Karz)Journal of Trading, Autumn 2006
84. ONE ON ONE INTERVIEW WITH WAYNE WAGNERNina MehtaFinancial Engineering News, Sept/Oct 2006
83. HAVE TRANSACTION COSTS BOTTOMED? Trading Viewpoint ColumnTraders Magazine, May 2006
82. A HIERARCHY OF TRADING DECISIONSLead article, inaugural issue.Journal of Trading, Winter 2006
81. HOW INTELLIGENT TRADCERS ENHANCE HEIR SKILLS WITH A TCA REPORT(with Melissa Spurlock).THE EQUITY TRADER COURSERobert A. Schwartz, Reto Francioni a & Bruce W.
WeberJohn Wiley, 2006
80. EVIDENCE ON INSTITUTIONAL TRADING PRACTICESCOPING WITH INSTITUTIONAL ORDER FLOWRobert A. Schwartz, John Aiden Byrne & Antoinette ColaninoSpringer Science + Media, July, 2005
79. ACHIEVING BEST EXECUTION IN INSTITUTIONAL PORTFOLIOSJournal of Financial Transformation, April, 2005
78. FRAGMENTATION AND THE BUYSIDE TRADERTraders Magazine, December, 2004
77. FASTERFIX Global Magazine (London), September, 2004
76. THE SUNNY SIDE OF THE STREET: Reaping Reasonable Returns in an Era of Tech ChangeLubin School of Business Alumni Magazine; September 2004
75. TRANSACTION COSTS AND BEST EXECUTIONCOMPLIANCE AND MEASUREMENTJournal of Compliance, Summer, 2004
74. THE MARKET MAKER IN THE AGE OF THE ECNJournal of Investment Management, April, 2004
73. TRADING TRUTHSPensions and Investments, April 2004.
72. PENNYING NOT CAUSE OF HIGHER TRADE COST(with Mark Edwards)Pensions & Investmenrs, March 8, 2004
71. INSTITUTIONAL ORDER FLOW AND THE HURDLES TO SUPERIOR PERFORMANCE: Equity Trading: Execution and AnalysisKathryn Dixon Jost, EditorAIMR, October 2003
70. COST VS. LIQUIDITY: THE QUEST FOR BEST EXECUTIONEquity Trading: Execution and AnalysisKathryn Dixon Jost, EditorAIMR, October 2003
69. WAYNE WAGNER ON TRADINGCFA Digest, March/April 2003
68. THE ESSENTIAL ROLE OF MARKET MAKERSTraders Magazine, May 2002
67. THE MARKET MAKER IN THE AGE OF THE ECNTransaction Performance: an II Investment GuideInstitutional Investor, April, 2002
66. HER MAJESTY’S SOFT DOLLARSTraders Magazine, February, 2002
65. COMMISSIONS ON NASDAQ TRADES?Traders Magazine, October 2001
64. DEFINING BEST EXECUTIONBest Execution and Portfolio PerformanceKatrina Sherrerd, EditorAIMR, May 2001
63. CONTROLLING INVESTMENT COSTSEmployee Benefit Issues the Multi-Employer
PerspectiveJudith A. Sansky, EditorInternational Foundation of Employee Benefit PlansMay, 2001
62. WHAT EVERY PLAN SPONSOR NEEDS TO KNOW ABOUT TRANSACTION COSTSTRANSACTION COSTS:A Cutting-edge Guide to Best ExecutionBrian R Bruce, EditorInstitutional Investor Journals, 2001
61. MILLIONAIREwith Albert WinnikoffRenaissance Press, 2000
60. WHEN THE ELEPHANTS DANCEwww.fundalarm.com, December, 2000
59. MEASURING, CONTROLLING, AND ALLOCATING TRADING COSTSETHICAL ISSUES FOR TODAY’S FIRMSKatrina F. Sherrerd, Editor, AIMR, 2000
58. VOLUME WEIGHTED AVERAGE PRICE:EVALUATION OR EVASION?Senior Consultant Magazine, June, 2000
57. ANALYZING TRANSACTION COSTS: PART IIThe Journal of Investment ConsultingSeptember, 1999
56. CAPTURING THE RESEARCH ADVANTAGEJournal of Portfolio Management, Spring, 1999
55. THE DYNAMICS OF TRADING AND DIRECTED BROKERAGEThe Journal of Pension Plan InvestingJune, 1999
54. ANALYZING TRANSACTION COSTS: PART IThe Journal of Investment ConsultingJune, 1999
53. WHAT SHOULD THE NEXT TRADE COST?Traders Magazine, December, 1998
52. THE COST OF TRADING AND THE QUEST FOR NEW MARKET STRUCTURESThe Journal of Investment ConsultingDecember, 1998
51. THE END OF THE EXCHANGE AS WE’VE KNOWN IT?Dow Jones Asset ManagementDecember, 1998
50. IMPLEMENTING INVESTMENT STRATEGIES: THE ART AND SCIENCE OF INVESTING (With Mark Edwards)HANDBOOK OF PORTFOLIO MANAGEMENTFrank Fabozzi, EditorFrank J. Fabozzi Associates, 1998
49. IMPLEMENTING INVESTMENT STRATEGIES: THE ART AND SCIENCE OF INVESTINGCanadian Investment Review, Fall, 1998
48. LOOKING BELOW THE ICEBERG’S TIPPlan Sponsor Magazine, April, 1998
47. IMPLEMENTING INVESTMENT STRATEGIES: THE ART AND SCIENCE OF INVESTING (With Mark Edwards)SELECTED TOPICS IN EQUITY PORTFOLIO MANAGEMENTFrank Fabozzi, EditorFrank J. Fabozzi Associates, 1998
46. THE DYNAMICS OF TRADING & DIRECTED BROKERAGE(with Steven Glass)JOURNAL OF PENSION PLAN INVESTINGWinter, 1998
45. TOOLS FOR TRADING WITH EFFICIENCY AND CONTROLIMPLEMENTING GLOBAL EQUITY STRATEGY:SPOTLIGHT ON ASIA.Katrina F. Sherrerd, EditorAIMR, 1997
44. IMPLEMENTING GLOBAL INVESTMENT STRATEGIES(with Carole A. Ryavec)QUANTITATIVE INVESTING FOR THE GLOBAL MARKETSPeter Carman, EditorGlenlake Publishing Co, 1997
43. GOOD TECHNOLOGY ESSENTIAL TO TRADING(with Brett C. Browchuk)Pensions & Investments, November 11, 1996
42. WHAT IS BEST EXECUTION AND WHAT SHOULD IT COST?The Ambachtsheer Letter, June, 1995
41. 10 MYTHS & 20 YEARS OF BETAJournal of Portfolio Management, Fall 1994
40. MEASURING IMPLEMENTATION SHORTFALL IN STOCK PORTFOLIOS: QUALITY MANAGEMENT BY ANOTHER NAMEQUALITY MANAGEMENT AND INSTITUTIONAL INVESTINGKeith Ambachtsheer, Editor, AIMR, 1994
39. PASSIVE TRADING: POINT & COUNTERPOINT(with Evan Schulman)Journal of Portfolio Management, Spring 1994
38. DEFINING AND MEASURING TRANSACTION COSTSEXECUTION TECHNIQUES,TRUE TRADING COSTS, &MICROSTRUCTURE OF MARKETSKatrina F. Sherrerd, EditorAIMR, 1993
37. THE ELECTRONIC TRADING EDGEWall Street & TechnologyApril, 1993
36. BEST EXECUTION(with Mark Edwards)Financial Analysts JournalJanuary/February 1993
35. INCREASING PORTFOLIO EFFECTIVENESS VIA TRANSACTION-COST MANAGEMENT(with Michael Banks)Journal of Portfolio Management, Fall 1992
34. WHAT'S TO BE DONE? WHO'S TO DO IT?REBUILDING WALL STREETMark FadimanPrentice Hall, Englewood Cliffs, 1992
33. 18 RULES TRADERS SHOULD LEARN(with Mark Edwards)Futures Magazine, April 1992
32. ISN'T IT ODD THAT SPONSORS USE MOMENTUM TECHNIQUES TO PICK VALUE MANAGERS?(with Mark Edwards)Financial Analysts Journal, March/April 1992
31. THE CONTRIBUTION OF THE TRADE DESK(with Mark Edwards), Trader Forum, 1991
30. THE FIVE W'S AND AN HThe What, Why, Where, When, Who and How of
Trading(with Mark Edwards)Journal of Portfolio Management, Fall, 1991
29. TRANSACTION COST: MEASUREMENT AND CONTROL(With Robert D. Arnott)Financial Analysts JournalNovember/December 1990
28. TRANSACTION COSTS: WHAT DO INVESTORS PAY FOR?Canadian Economic Review, Fall 1990
27. THE NEXT NYSE CHAIRMAN? ONLY THE BOLD NEED APPLYPensions & Investments, May 28, 1990
26. IMPLEMENTATION OF PORTFOLIO BUILDING: EXECUTIONMANAGING INVESTMENT PORTFOLIOSA DYNAMIC PROCESS(with Jack L. Treynor)John L. Maginn & Donald L. TuttleWarren, Gorham & Lamont, Boston, 1990(CFA Study Guide)
25. THE COMPLETE GUIDE TO SECURITIES TRANSACTIONS: Enhancing Investment Performance and Controlling
CostsJohn Wiley & Sons, NY, 1989
24. THE BLIND MEN AND THE ELEPHANTEmployee Benefit Plan ReviewMarch, 1989
23. A DELICATE BALANCEInstitutional InvestorMoney Management Forum, December, 1988
22. BUTTONWOOD IIFinancial Analysts Journal, March-April 1988"Guest Speaker" Feature
21. PROGRAM TRADING AND MARKET EFFICIENCYEQUITY MARKETS AND VALUATION METHODSKatrina F. Sherrerd, EditorInstitute of Chartered Financial Analysts, 1988
20. THE MANY DIMENSIONS OF RISKPORTFOLIO INSURANCEDonald Luskin, editorJohn Wiley and Sons, NY, 1988
19. THE MANY DIMENSIONS OF RISKJournal of Portfolio Management, Winter, 1988
18. THE PENSION PROMISE AND THE SHADOW ASSETTrillion Magazine, June, 1987
17. PORTFOLIO INSURANCE: IS IT FOR EVERYONE? ANYONE? (editor)Trillion Magazine, April, 1987
16. THE TAXONOMY OF TRADING STRATEGIESTRADING STRATEGIES AND EXECUTION COSTSKatrina F. Sherrerd, EditorInstitute of Chartered Financial Analysts, 1987
15. PIECING THE PUZZLE OF '84 PERFORMANCEPensions & Investment Age, March 18, 1985
14. SOUTH AFRICAN DIVESTMENT: THE INVESTMENT ISSUES(with Allen Emkin and Richard Dixon)Financial Analysts JournalNovember/December 1984(Graham and Dodd Scroll winner)
13. MONITORING EXECUTIONSINVESTMENT MANAGERS HANDBOOK,Sumner Levine, editorDow-Jones Irwin, 1980
12. HIGH TRANSACTION COSTS PROVIDE BEST ARGUMENT FOR INVENTORY FUNDPensions & Investment Age, July 31, 1978
11. CAN INVENTORY INDEX FUNDS IMPROVE EFFECTIVE EQUITY PERFORMANCE?(with Carol A. Zipkin)Financial Analysts Journal, May/June 1978
10. YOU CAN LAUGH, BUT INDEXING IS HERE TO STAYPensions and Investments, August 15, 1977
9. IS YOUR BOND MANAGER SKILLFUL?(with Dennis A. Tito)Pension World, June, 1977
8. DEFINITIVE NEW MEASURES OF BOND PERFORMANCE ... AND RISK(with Dennis A. Tito)Pension World, May, 1977
7. REDUCING THE COST OF STOCK TRADING(with Larry J. Cuneo)Financial Analysts JournalNovember/December, 1975
6. TEN MYTHS ABOUT BETA(with Stuart R. Quay)The Journal of Portfolio Management Inaugural IssueFall, 1974
5. NEW CONCEPTS IN PORTFOLIO MANAGEMENT(with Stuart R. Quay)Journal of Bank Research, Summer, 1972
4. THE EFFECT OF DIVERSIFICATION ON RISK(with Sheila C. Lau)Financial Analysts JournalNovember/December 1971(Graham and Dodd Scroll winner)
3. TELECOMMUNICATIONS EARNINGS ESTIMATION MODEL: AN EVALUATION(with Larry J. Cuneo and Lawrence Akutagawa)CORPORATE SIMULATION MODELS Albert N. Schrieber, editorUniversity of Washington, 1970
2. DISCOUNTING ASPECTS OF CAPITAL BUDGETINGIBM Systems Symposium, New York, October, 1963
1. A LINEAR PROGRAMMING ALGORITHM FOR MUNICIPAL BOND BID SCALINGIBM Systems SymposiumWashington, DC, October, 1962
PRESENTATIONS
281 THE INCREDIBLE STORY OF TRANSACTION COST MANAGEMENTKeynoteTrustees’ Educational SeminarThe Centre for Fiduciary ExcellenceMontreal, March 13, 2008
280 TRANSACTION COST BLUES(Full day seminar)ReFlow SymposiumSquaw Valley February 6-8, 2008
279 TRANSACTION COST BLUES(Full day seminar)ReFlow SymposiumSquaw Valley February 6-8, 2008
278 WHAT WE’VE LEARNED AND WHAT WE STILL DON’T KNOW(Keynote)Financial Research AssociatesNew York February 21, 2008
277 TRANSACTION COST MANAGEMENT SEMINAR(Full day seminar)Financial Markets WorldNew York October 22, 2007
276 PERPECTIVES ON TCA TODAY (with Ted Aronson)Plexus Plan Sponsor Group Client SeminarNew York, October 18, 2007
275 ARE TRADING COSTS THE SECRET TO TOP QUARTILE PERFORMANCE? (with Steve Glass)Wilshire Coop Annual MeetngChicago, October 3, 2007
274 THE FUTURE OF EXCHANGES (Moderator)CFA Institute Annual ConventionNew York,April 29- May 2, 2007
273 TRANSACTION COST MANAGEMENT SEMINAR(Two day seminar)Financial Markets WorldNew York,April 16-17, 2007
272 ACHIEVING BEST EXECUTION: A PRACTICAL GUIDE(Conference Chairman)Financial Markets WorldBest Execution ConferenceNew York, February 26-27, 2007
271 INDUSTRY USES AND IMPACT OF REFLOWReFlow Client SeminarSquaw Valley, February 14-16, 2007
270 ACHIEVING BEST EXECUTION: A PRACTICAL GUIDEFinancial World Markets’ Best Execution ConferenceNew York, January 23, 2007
269 WHY THE FLOOR SHOULD / SHOULD NOT SURVIVEInstitutional Trading Forum 2006: The Quest for
LiquiditySanta Monica, November 16, 2006
268 NEW DIRECTIONS IN GLOBAL INVESTINGDow Jones Indexes Workshop (panel) Santa Monica, November 7, 2006
267 PRE- & POST TRADE PROCEDURES: IS YOUR FIRMCOMPLIANT AND COMPETITIVE? (panel with Gene Gohlke)Reg NMS & Soft Dollar Compliance ForumFinancial Research AssociatesBethesda, July 17-18, 2006
266 ELECTRONIC TRADING TRENDS & PRACTICES AFFECTING BEST EXECUTION COMPLIANCE (panel)(Conference Chairman)Reg NMS & Soft Dollar Compliance ForumFinancial Research AssociatesBethesda, July 17-18, 2006
265 THE IMPORTANCE OF PRE- & POST TRADE ANALYTICSITG Trade Analytics Workshop Financial Research
AssociatesChicago, May 9, 2006
264 WHAT DOES “BEST EXECUTION” MEAN IN 2005?Best Execution Industry SymposiumFinancial Research AssociatesBoston, May 3, 2006
263 BEST IN CLASSJones Trading Annual MeetingSanta Monica, April 29, 2006
262 DECOMMISSIONING THE COMMISSIONTransaction Cost Analysis 2006World Research GroupNew York, April 26, 2006
261 EYE ON SOFT DOLLARS13th Annual Soft Dollar Practices ForumInstitute for International ResearchNew York, March 28-29, 2006
260 ENHANCING MUTUAL FUND PERFORMANCE THROUGH TRADING COST REDUCTIONReFlow Client SeminarSquaw Valley, Feb 5-7, 2006
259. IMPEDIMENTS TO BEST EXECUTION Best Execution workshipMutual Fund Directors ForumNew York, Novemberr 17, 2005
258 THE EFFECTS OF NEW STANDARDS & REGULATIONS ON SECURITIES MARKETS AND FIRMS12TH Annual Securities Industry ConferencePace UniversityNew York, October 19, 2005
257. EIGHT THINGS A FIDUCIARY MUST KNOW ABOUT TRANSACTION COSTS (keynote)Fiduciaries Guide to Trading & transition
ManagementKos Consultants Trading InstituteNew York, September 28, 2005
256. MEASURING FIXED INCOME TRANSACTION COSTS(with Tom Campfield)Plexus Group 10th Client ConferenceAventura, September 20, 2005
255. 80 YEARS AS QUANTS(with Larry Cuneo)Plexus Group 10th Client ConferenceAventura, September 20, 2005
254. DECOMMISSIONING THE COMMISSIONAnnual Investment Management Compliance
ConferenceGlasser Legal WorksNew York, September 13, 2005
253. DECOMMISSIONING THE COMMISSIONMarket Structure ConferenceFinancial Markets WorldNew York, September 13, 2005
252. THE BUYSIDE TAKES CONTROLDesk Traders’ Educational SeminarCredit Suisse First BostonNew York, July 21, 2005
251 TECHNOLOGICAL INNOVATION AND MARKET STRUCTURE (panel)Global Equity Markets SeminarSWX Swiss Stock ExchangeZurich, June 27-29, 2005
250. HOW MARKETS ARE CHANGINGTechnology Associates MeetingCutter Associates, Inc.New York, June 14, 2005
249 RETHINKING HOW TO ACHIEVE AND MONITOR BEST EXECUTION IN CORPORATE CREDIT MARKETSHEADING? (panel)Fixed Income Forum, New York, May 17, 2005
248. USING TCA IN THE COMPENSATION PROCESSTrader ForumNew Orleans May 14, 2005
247 ELECTRONIC CONVERGENCE OF THE SECURITIES MARKETS (moderator)CFA INSTITUTE ANNUAL CONFERENCEPhiladelphia, May 9, 2005
246. NASDAQ MARKETPLACE (Moderator)The New NASDAQ Marketplace SeminarBaruch College ConferenceNew York, May 3, 2005
245 DEVELOPMENTS IN EQUITY TRADING –WHAT PORTFOLIO MANAGERS NEED TO KNOWHEADING? (panel)Toronto Society of AnalystsToronto, April 21, 2005
244 BEST EXECUTION IN 2005: WHERE IS TRADING HEADED? HEADING? (panel)Asian Investors ConferenceThird Annual Traders’ ForumHong Kong, March 17, 2005
243 TRANSACTION COST/BENEFIT ANALYSIS:ITS PLACE IN THE TRADING PROCESSAsian Investors Conference Third Annual Traders’
ForumHong Kong, March 17, 2005
242 MARKET MICROSTRUCTURE: 7. KEY LESSONSRecent Advances in the Psychology of TradingMarket Technicians AssociationMIT, Cambridge, March 11, 2005
241 LONG TERM CONSEQUENCES OF SOFT DOLLAR DECISIONS ON INVESTORS, MANAGERS, BROKERS & RESEARCH PROVIDERS12th Annual Soft Dollar Practices ForumInstitute for International ResearchNew York, January 31-February 1, 2005
240 TRENDS IN TRADING COSTSReFlow Client SeminarSquaw Valley, Feb 6-8, 2005
239 WHAT DOES “BEST EXECUTION” MEAN IN 2005?Best Execution Industry SymposiumFinancial Research AssociatesNew York, January 31 - February 1, 2005
238 NEW DEVELOPMENTS IN LISTED TRADING(Panel)Client SeminarDirect TradingSan Francisco, January 26, 2005
237 MARKET MICRO-STRUCTURE: SEVEN KEY LESSONS(Keynote Speech)The Equity Markets Microstructure SeminarBaruch CollegeNew York, November 11-12, 2004
236. HURDLES TO INVESTMENT PERFORMANCEMacGregor Annual Client ConferenceAventura, FL November 8, 2004
235. SURVIVING INCREASED COMPETITION & INCREASED SCRUTINY IN THE SECURITIES INDUSTRY (Panel)Annual Securities Industry ConferencePace UniversityNew York, October 21, 2004
234. INDEPENDENT RESEARCH: A ROUNDTABLE DISCUSSION (panel) EVALUATION
AND ENHANCEMENTSecurity Analysts of San FranciscoSan Francisco, September 8, 2004
233. INDEPENDENT RESEARCH: A ROUNDTABLE DISCUSSION (panel) EVALUATION
AND ENHANCEMENTLos Angeles Society of Financial AnalystsLos Angeles, September 7, 2004
232. THE TRANSACTION PROCESS:EVALUATION AND ENHANCEMENTUNX Seminar on Trading & ExchangesBurbank, June 9, 2004
231. COMPARING TRADING COSTS ACROSS GLOBAL MARKETS (panel)Annual ConferenceFederation of European Stock ExchangesFrankfurt, June 1-3, 2004
230. ACHIEVING BEST EXECUTION THROUGH MARKET STRUCTURE DEVELOPMENT (panel)Electronic & Floor-based TradingBaruch College ConferenceNew York, May 4, 2004
29. THE TRANSACTION PROCESS:EVALUATION AND ENHANCEMENTBerkeley Masters in Financial Engineering ProgramBerkeley, April 15, 2004
228. FIXED INCOME TRANSACTION COST ANALYSISFixed Income ForumInstitutional Investor ConferencesChicago, March 25, 2004
227. FIXED INCOME TRANSACTION COST ANALYSISNASD Corporate Debt Market PanelPhiladelphia, March 17, 2004
226. THE TRANSACTION PROCESS: ReFlow SymposiumSquaw Valley, March 15-16, 2004
225. THE TRANSACTION PROCESS:EVALUATION AND ENHANCEMENTQuantitative Work Alliance for Applied Finance, Education and Wisdom (QWAFAFEW)San Francisco, March 9, 2004
224. ACCURATE MEASUREMENT OF BEST EXECUTIONDirected Brokerage And Soft Dollar Practices ForumInstitute for International ResearchNew York, March 1-2, 2004
223. POST TRADE ANALYTICSTechnology and Operations for Institutional Investment Management ConferenceFinancial Research AssociatesNew York, February 27, 2004
222. THE TRANSACTION PROCESS:EVALUATION AND ENHANCEMENTLos Angeles Society of Financial AnalystsLos Angeles, February 11, 2004
221. THE TRANSACTION PROCESS:EVALUATION AND ENHANCEMENTAIMR Webcast tapingCharlottesville, January, 2004
220. QUANTITATIVE EVALUATION OF BROKERSConference Chairman2004 Best Execution SymposiumFinancial Research AssociatesNew York, January, 2004
219. THE TRANSACTION PROCESS:EVALUATION AND ENHANCEMENTIllinois Public Pension Trustee SeminarEducational Summit on Best Execution Chicago, January 15, 2004
218. PREPARING FOR THE FUTURE OF FINANCIAL SERVICES: STRATEGIES FOR AN INDUSTRY IN FLUX
(Moderator)Annual Securities Industry ConferencePace UniversityNew York, October 23, 2003
217. FIXED INCOME TRADE EVALUATION: A NEW COMPETITIVE EDGE?Fixed Income Management 2003AIMR, Boston, October, 2003
216. THE NATURE OF INSTITUTIONAL TRADINGPlexus Group 9h Client ConferenceNapa, September, 2003
215. PLEXUS GROUP AND JPMORGAN TODAY AND TOMORROWWith John Phinney and Larry CuneoPlexus Group 9h Client ConferenceNapa, September, 2003
214. TRANSITIONS: MANAGING MASSIVE PORTFOLIO RESTRUCTURINGThe Art of Indexing Conference Strategic Research InstituteAlexandria VA, September 16-17, 2003
213. BEST EXECUTIONSan Francisco Security Traders AssociationSan Francisco, September 9, 2003
212. PLAN SPONSORS AND TRANSACTION COSTS: WHAT SHOULD CONSULTANTS TELL THEIR CLIENTS?Consultants SummitOpal Financial GroupSnowbird, Utah, June 18-20, 2003
211. TRANSACTIONS EXCELLENCE: THE COMPANION TO RESEARCH EXCELLENCEPensions 2003 JapanAsset InternationalTokyo, June 5-6, 2003
210. THE INSTITUTIONAL CHALLENGE:ACHIEVING BEST EXECUTION2003 AIMR Annual ConferencePhoenix, May 11-14, 2003
209. LIQUIDITY AND TRADING STRATEGIESAsset Allocation ConferenceInstitute for International Research Palm Beach, April 30, 2003
208. THE NATURE OF INSTITUTIONAL TRADINGCoping with Institutional Order FlowBaruch CollegeNew York, April 29, 2003
207. THE NATURE OF INSTITUTIONAL TRADINGInstitute for Quantitative Research in FinanceSea Island, Georgia, March 4, 2003
206. IMPLEMENTATION OF BEST EXECUTION PRACTICES AND MEASURESEQUITY TRADING – THE NEXT REVOLUTION AIMR, Chicago, March 24-25, 2003
205. THE NATURE OF INSTITUTIONAL TRADINGEQUITY TRADING WORKSHOP AIMR, Chicago, March 24-25, 2003
204. TESTIMONY ON TRADING HOUSE COMMITTEE ON FINANCIAL SERVICESWashington DC March 12, 2003
203. TRADING IN TODAY’S MARKETSU.S. InstituteNew York, January 27-28, 2003
202 WHAT DO THE GOOD DESKS DO?Liquidnet Client ConferencePalm Beach FL, November 3-5, 2002
201. MARKET STRUCTURE HEARINGSSecurities and Exchange CommissionWashington DC October 29, 2002
200. HOW CHANGING MARKET STRUCTUREIS AFFECTING BEST EXECUTION2002 Best Execution Compliance symposiumFinancial Research AssociatesNew York, October 28, 2002
199. WHAT ARE INSTITUTIONAL TRADERS DOINGTO PREPARE FOR THE FUTURE?(Moderator)Annual Securities Industry ConferencePace UniversityNew York, October 24, 2002
198. TRANSACTION COST ANALYSIS:THROUGH THE LOOKING GLASS(with Rick Di Mascio)Third German RoundtableJ. P. Morgan AG Investor ServicesFrankfurt, October 17, 2002
197. BEST EXECUTION: THE INVESTMENT MANAGER’S OBLIGATIONBest Execution ConferenceToronto Stock ExchangeToronto, October 3, 2002
196. WHAT IF WE IMPLEMENTED MYNERS?Directed Brokerage and Soft Dollar PracticesInstitute for International Research New York, June 20-21, 2002
195. BEST EXECUTION: BURDENSOME OR BOUNTIFUL?2002 AIMR Annual ConferenceToronto, May 20-22, 2002
194. AIMR’S TRADE MANAGEMENT GUIDELINES2002 AIMR Annual Conference
Toronto, May 20-22, 2002
193. UNCOVERING NEW PERFORMANCE IN YOUR OWN BACK YARDMontgomery Asset Management Educational SymposiumSan Francisco, May 7, 2002
192. DOES BEST EXECUTION MAKE SENSE? (panel)A Trading Desk’s View of Market QualityBaruch CollegeNew York, April 30, 2002
191. PLEXUS RESEARCH: THE NEXT GENERATION OF BENCHMARKS Plexus Group 8th Client ConferenceAmelia Island, Florida, February, 2002
190. AIMR STANDARDS European Trader ForumBarcelona, February, 2002
189. DECIMAL TRADING –
PENNIES FROM HEAVEN… OR HELL? Practices and Concerns of Institutional Buy-side
DesksThe New York Stock ExchangePalm Beach, December 6-8, 2001 EUROPEAN
TRADING –
188. THE INSTITUTIONAL PERSPECTIVEEuropean Asset Management:Strategies for the Coming Gold RushThe Royal Institute of International AffairsLondon, November 5-6, 2001
187. MANAGING MASSIVE TRANSITIONSColumbine / Instinet SeminarColorado Springs, August 5-8, 2001
186. DEFINING BEST EXECUTION FOR THE FUNDInstitutional Investor InstitutePublic Funds SymposiumSanta Fe, July 16-18, 2001
185. MANAGING MASSIVE PORTFOLIO RESTRUCTURINGSConsultants’ SummitOpal Financial GroupNewport, RI, June 25-27, 2001
184. BEST EXECUTION: WHAT IT MEANS AND HOW TO ACHIEVE ITFTSE Global Equities SummitInformation Management NetworkFt. Lauderdale FL, April, 2001 TRADING COSTS
183. INDEXING: THE PRACTICAL, COST EFFECTIVE APPROACH TO INSTITUTIONAL EQUITY MANAGEMENTIndexing and ETFs SummitTheodor Gilissen BankiersAmsterdam, April, 2001 TRADING COSTS
182. IS ELIMINATING TRACKING ERROR HAZARDOUS TO YOUR WEALTH?Indexing and ETFs SummitOpal Financial GroupBroomfield, CO, March, 2001 TRADING COSTS
181. DEFINING BEST EXECUTION FOR THE FIRM Improving Performance through Best ExecutionAIMR., Chicago, December, 2000
180. MEASURING, CONTROLLING AND ALLOCATINGTRADING COSTSInternational Foundation of Employee Benefit PlansAnnual Conference.Honolulu, November, 2000
179. MEASURING, CONTROLLING AND ALLOCATINGTRADING COSTSClient ConferenceCost Effective Management, Inc.Toronto, November, 2000
178. MEASURING, CONTROLLING AND ALLOCATINGTRADING COSTSCanadian Index Fund Users ConferenceTD Securities, Inc.Toronto, November, 2000
177. MEASURING, CONTROLLING AND ALLOCATINGTRADING COSTSInformation Management NetworkGlasser Legal WorksRome, November, 2000
176. THE FUTURE OF MARKETS (luncheon speaker)Compliance Officers WorkshopGlasser Legal WorksNew York, June, 2000
175. THE FUTURE OF MARKETS (luncheon speaker)Compliance Officers WorkshopGlasser Legal WorksSan Francisco, June, 2000
174. MEASUREMENT OF TRANSACTION COSTSEquity Attribution and Risk Management SymposiumNewport, R.I., June, 2000
173. MEASURING, CONTROLLING AND ALLOCATING TRADING COSTSState Assoc of County Retirement SystemsTrustee WorkshopSacramento, May, 2000
172. THE FUTURE OF MARKETSBloomberg California Traders SeminarSan Francisco, May, 2000
171. CAPTURING THE RESEARCH ADVANTAGE7th Plexus Group ConferenceOjai, May, 2000
170. THE SEARCH FOR LIQUIDITY CONTINUESEquities SummitInformation Management NetworkOrlando, April, 2000
169. UNDERSTANDING THE TRUE COSTS OF TRADINGThe 2000 Client ConferenceNew England Pension ConsultantsBoston, April, 2000
168. PREVENTING UNEXPECTED CLIENT DEFECTIONSConsultants CongressInvestment Management InstituteSan Francisco, April, 2000
167. NEW STRATEGIES FOR MANAGING TRANSACTION COSTSPublic Funds RoundtableInstitutional InvestorCoral Gables, Feb 29-Mar 1, 2000
166. MEASURING, CONTROLLING AND ALLOCATING TRADING COSTSIn the Best Interests of Our ClientsAIMR Philadelphia, December 7-8, 1999
165. CAPTURING THE RESEARCH ADVANTAGEMPT ForumShonan Kokusai Mura, Japan, December 3, 1999
164. ECN’S AND INSTITUTIONAL TRADINGGlobal Investment Technology Leadership RoundtableParis, November 18, 1999
163. UNCOVERING THE PERFORMANCE POTENTIAL IN YOUR OWN BACKYARDAMG Affiliate ForumPhoenix, November 10-12, 1999
162. HOW TRADING ADDS VALUE TO PORTFOLIO MANAGEMENTSchwab Impact 99 ConferenceCharles Schwab & CompanySan Francisco, November 2, 1999
161. HOW TRADING ADDS VALUE TO PORTFOLIO MANAGEMENT1999. Annual conferenceSecurity Traders AssociationPalm Desert, October 18, 1999
160. EVALUATING NEW TECHNOLOGIES FOR INSTITUTIONAL TRADINGInquire UK Autumn SeminarBath Spa Hotel, Bath, September 26-28, 1999
159. BEST EXECUTION AND THE CHANGING TECHNOLOGY OF THE MARKETFinancial Analysts SeminarAIMREvanston, Il, July 25-30, 1999
158. BEST EXECUTION AND THE CHANGING TECHNOLOGY OF THE MARKETPortfolio Managers’ WorkshopPacific Coast Stock ExchangeSan Diego, July 22, 1999
157. THE SPONSOR’S INTEREST IN TRANSACTION COSTSConsultants CongressInvestment Management InstituteSan Francisco, April, 1999
156. CONTROLLING LIQUIDITY DURING VOLATILE MARKET CONDITIONSEquity Trading SummitInformation Management NetworkNew York, March 22, 1999
155. INTERNET TRADING & INSTITUTIONAL INVESTINGWilshire Associates Client ConferenceOjai, March 9, 1999
154. CONTROLLING GLOBAL TRANSACTION COSTSInvestment Manager ConferenceNomura Securities Ltd.Tokyo, March 4, 1999
153. CONTROLLING GLOBAL TRANSACTION COSTSPlan Sponsor ConferenceNomura Securities Ltd.Tokyo, March 3, 1999
152. CONTROLLING GLOBAL TRANSACTION COSTSPlan Sponsor ConferenceNomura Securities Ltd.Osaka, March 1, 1999
151. WHAT EVERY PLAN SPONSOR NEEDS TO KNOWABOUT TRANSACTION COSTS(with Steven Glass)IMCA Consultants ConferenceSanta Monica, Feb 3-4, 1999
150. MANAGING TRANSACTION COSTS1999 Risk Management ConferenceCBOE/CBOT/LIFFEScottsdale, Jan 27-30, 1999
149. EVALUATING NEW TECHNOLOGIES FOR TRADINGThe Trading RevolutionIBC GroupNew York, Jan 25-26, 1999
148. MANAGING TRADING COSTSBuyside / Sellside Interactive DiscussionSuperbowl of IndexingInformation Management NetworkPalm Springs, Dec 6-9 1998
147. UNDERSTANDING THE FUND MANAGER’S CONCERNS FOR BEST EXECUTIONBest Solutions for Best Execution ConferenceInstitute for International ResearchNew York, November 9-10, 1998
146. LIQUIDITY: THE BRIGHT SIDE OF TRANSACTION COSTSSixth Client ConferencePlexus GroupWilliamsburg, VA October 22, 1998
145. TECHNOLOGISTS: THE INTERNET AND ALL THAT(Moderator)Wall Street and Financial ServicesPace UniversityNew York, October 25, 1998
144. BETTER PERFORMANCE THROUGH BETTER INVESTINGBest Execution ConferenceAIMR Philadelphia, October 13, 1998
143. IMPROVING PERFORMANCE THROUGH TRADINGTHROUGH BETTER INVESTINGSymposium on Investment PerspectivesAssociation of Financial EngineersNew York, , June 23, 1998
142. BETTER PERFORMANCE THROUGH BETTER INVESTINGGoldman Sachs Client ConferenceChicago, June 22, 1998
141. BETTER PERFORMANCE THROUGH BETTER INVESTINGAIMR Toronto SocietyToronto, June 4, 1998
140. MANAGER STYLE, TRADING COSTS . . . AND PERFORMANCEConsultants CongressInvestment Management InstituteSan Francisco, April 20-21, 1998
139. WHAT ARE WE LOOKING AT HERE: What It Costs to Trade, What Managers Are Willing to Pay, or The Value of Research?Berkeley Program in FinanceSquaw Valley, March 15-17, 1998
138. LIQUIDITY: THE BRIGHT SIDE OF TRANSACTION COSTSJefferies Client ConferenceWhistler, British Columbia, March 6-8, 1998
137. DEMONSTRATING HOW DECISIONS ADD VALUEConsultants CongressInvestment Management InstituteNew York, November 20-21, 1997
136. IMPLEMENTATION SHORTFALL: THE INTERPLAY OF INVESTMENT AND INVESTINGInstitutional Investment Management SummitInformation Management NetworkRancho Mirage, November 12-15, 1997
135. SEARCH & SELECTION: ACHIEVING CLIENT OBJECTIVESPension Fund Consultants’ CircleInformation Management NetworkSan Francisco, Sept 28-30, 1997
134. TOOLS FOR TRADING WITH EFFICIENCY & CONTROLImplementing Global Investment StrategyAIMRNew York, October 7, 1997
133. SEARCHING FOR A QUALITY INVESTING PROCESSPension Funds Consultants CircleInformation Management NetworkSan Francisco, September 28-30, 1997
132. REGULATIONS IN A NEW ENVIRONMENT(Moderator)Charting the Future of Competition, Regulation, and Technology in the Securities Business.Pace UniversityNew York, September 25, 1997
131. SINS OF COMMISSION? THE HARD FACTS ABOUT SOFT DOLLARS (Panel)Consultants’ RoundtableInstitutional Investor InstituteChicago, September 23-24, 1997
130. SOFT DOLLARS AND BEST EXECUTIONCouncil of Institutional InvestorsSan Francisco, September 21-23, 1997
129. ENHANCING PORTFOLIO RETURNS THROUGH EFFECTIVE IMPLEMENTATIONFinancial Analysts SeminarAIMREvanston, Il, July 20-25, 1997
128. TRADING IN CROSS-LISTED STOCKSGlobal Equity Issuance And TradingNew York Stock ExchangeCancun, Mexico, May 9 – 10, 1997
127. BETTER PERFORMANCE THROUGH BETTER PROCESSConsultants CongressInvestment Management InstituteSan Francisco, April 28 - 29, 1997
126. BETTER INVESTING FOR BETTER INVESTMENTPlexus Group Conference VRancho Bernardo, April 2-4, 1997
125. TOOLS FOR TRADING EFFICIENCY AND CONTROLImplementing Global Investment Strategy: AIMR -- Spotlight on AsiaHong Kong, November 4-5, 1996
124. ENSURING YOUR TRADING POLICY IS OPERATING EFFICIENTLY TO MAXIMIZE PERFORMANCENew Developments in Trade Execution Costs, Commissions and DisclosureManagement CircleNew York, August 13, 1996
123. DOES COMMISSION DIRECTION COMPROMISE BEST EXECUTION?
Seattle Plan Sponsor ConferenceSalomon BrothersSeattle, June 7, 1996
122. EVALUATING A MANAGER’S DYNAMIC PROCESSAustin Financial Analysts SocietyAustin, April 30, 1996
121. EVALUATING A MANAGER’S DYNAMIC PROCESSHiring and Managing Investment ConsultantsManagement CircleDallas, April 29, 1996
120. EVALUATING A MANAGER’S DYNAMIC PROCESSConsultant’s CongressInvestment Management InstituteSan Francisco, Apr 10-11, 1996
119. THE COST OF TRADING EXCHANGE VS NASDAQ STOCKSThe Search for the Best PriceNew York Stock ExchangeNew York, March 15, 1996
118. HALLMARKS OF A QUALITY INVESTMENT PROCESSCantor Fitzgerald Master’s RoundtableCrested Butte Co, March 8-11, 1996
117. USING DECISION ANALYTICS TO ENHANCE PERFORMANCETrader ForumNew York, Feb 1, 1996
116. WHERE MANAGERS ADD VALUE AND WHERE VALUE SLIPS AWAYITG 1995 ConferenceTucson, November 12-15, 1995
115. BUY-SIDE TRADER PERSPECTIVES (panel)The Competition for Order FlowUniversity of MemphisMemphis, October 26-27, 1995
114. DECISION VALUE AND IMPLEMENTATION COSTS(with Vinod Pakianathan)Institute for Quantitative Research in FinanceLa Quinta, October 15-18, 1995
113. NO FREE LUNCH IN DIRECTED COMMISSIONS(with Eddie Rabin)4th Plexus Group Client ConferenceSanta Monica, October 11-13, 1995
112. INFORMATION HORIZON(with Vinod Pakianathan)4th Plexus Group Client ConferenceSanta Monica, October 11-13, 1995
111. CHEAP ISN'T NECESSARILY GOOD:OPTIMIZING TRADING COSTSControlling Portfolio Costs SeminarInstitute for International ResearchNew York, Sept 18-19, 1995
110. INCREASING RETURNS THROUGH IMPLEMENTATION STYLEStyle Management SeminarInstitute for International ResearchToronto, July 18-19, 1995
109. CALCULATING THE TRADING COSTS OFLONG/SHORT INVESTINGLong/Short Investment StrategiesInstitute for International ResearchNew York, May 31 - June 1, 1995
108. INVESTMENT DECISION EVALUATION ANALYSISConsultants CongressInvestment Management InstituteSan Francisco, April 12-13, 1995
107. THE IMPORTANCE OF TRANSACTION STYLEPension Investment Association of CanadaToronto, March 22, 1995
106. THE HIDDEN COSTS OF SOFT AND DIRECTED TRADINGSoft Dollar ConferenceInstitute for International ResearchNew York, March 20, 1995
105. BEST EXECUTION: DEFINING AND MEASURING TRADING COSTSSouthern Employee Benefit ConferenceNashville, Oct 19-22, 1994
104. DEFINING AND MEASURING TRADING COSTSGoldman Sachs ConferenceLondon, Sept 26, 1994
103. DEALING WITH DIRECTED COMMISSIONSA I M S E Annual ConferencePalm Beach, May 2-4, 1994
102. WHAT DO INSTITUTIONS EXPECT FROM BROKERS& MARKETS AT THE DAWN OF THE 21ST CENTURY?Pace University ConferenceNew York, April 13, 1994
101. HOW DOES INFORMATION CHANGE PRICES?Plexus Group Client ConferenceRancho Bernardo, March 30-31, 1994
100. DEALING WITH DIRECTED COMMISSIONSPlexus Group Client ConferenceRancho Bernardo, March 30-31, 1994
99. PAEG/LPlexus Group Client ConferenceRancho Bernardo, March 30-31, 1994
98. HOW TO TRADE NASDAQ STOCKSCompetition for Order Flow ConferenceUniversity of MemphisMemphis, March 24-25, 1994
97. HOW TO LOWER GLOBAL TRADING COSTS(with Carole Ryavec)AIMRInvesting Worldwide VRancho Mirage Feb 13-15, 1994
96. UNDERSTANDING THE INFORMATION IMPLICATIONS OF QUALITY MANAGEMENT(with Keith Ambachtsheer)AIMR, Toronto, October 11-13, 1993
95. MEASURING THE TRUE COST OF TRADINGFinancial Analysts SeminarEvanston, July 25-30, 1993
94. BEST EXECUTION: A TOOL FOR PERFORMANCE ENHANCEMENTInvestment Mgt Consultants Assn.Western Regional SeminarLos Angeles June 25, 1993
93. THE SEARCH FOR BEST EXECUTION:WHERE DOES IT BEGIN AND END?Transaction Cost ColloquiumGoldman SachsNew York June 16, 1993
92. WEST COAST BOYSDinner SpeakerMarket Technicians AssociationAnnual ConferenceSan Antonio May 20-22, 1993
91. TRADING COSTS CANNOT BE MEASURED FROM TRANSACTION DATA ALONEBerkeley Program in FinanceSquaw Valley March 14-16, 1993
90. THE MANAGEMENT OF IMPLEMENTATION COSTSNew York Society of Quant. AnalystsNew York, January 21, 1993
89. DEFINING AND MEASURING TRADING COSTSWm Mercer Plan Sponsor ConferenceRichmond, December, 2, 1992
88. DEFINING AND MEASURING TRADING COSTSAIMR Execution Techniques SeminarToronto, December 3-4, 1992
87. TRANSLATING GOOD INVESTMENT IDEAS INTO GOOD PORTFOLIO PERFORMANCENikkei Q Group SeminarTokyo, November 10-11, 1992
86. BEST EXECUTIONPlexus Group Annual ConferenceSanta Monica Oct 1-2, 1992
85. TRANSLATING GOOD INVESTMENT IDEAS INTO GOOD PORTFOLIO PERFORMANCEInquire ConferenceEdinburgh, Scotland Sept 1992
84. SOFT DOLLARS AND BEST EXECUTIONInstitute for International ResearchSoft Dollar ConferenceNew York May 20, 1992
83. MATCHING IMPLEMENTATION STYLE TO INVESTMENT MANAGEMENT STYLEAIMR 1992 Annual ConferenceSan Antonio, May 3-6, 1992
82. WHAT YOU SEE IS WHAT YOU GET.WHAT YOU DON'T SEE GETS YOU.Security Analysts of San FranciscoSan Francisco, April 16, 1992
81. WHAT TO DO AND WHEN TO DO IT:A TAXONOMY OF TRADING TECHNIQUESD.A.I.S. ConferenceLa Quinta, March 17, 1992
80. BETTER PERFORMANCE THROUGH BETTER IMPLEMENTATIONMontreal Trust SeminarToronto, February 14, 1992
79. TRADING -- EFFICIENCY AND VALUE: ARE YOU GETTING IT?Foundation & Endowments RoundtableBoston, June 26-27, 1991
78. TRADING PLACES: MAN VS MACHINE ON THE TRADING DESK AND TRADING FLOOR Pensions & Investments ConferenceWashington, June 19-20, 1991
77. TRADING AND IMPLEMENTATION: WHAT IS ADDED?WHAT IS TAKEN AWAY?Global Roundtable(Institutional Investor Institute)Boston, May 16-17, 1991
76. MARKET MICROSTRUCTURE Institute for Quantitative Research in FinanceJacksonville, March 29-31, 1991
75. DADDY, WHERE DO TRADES COME FROM? A TAXONOMY OF MANAGER MOTIVATIONSBlack Box Conference(Waters Information Services)New York November 7-8, 1990
74. REDUCED TRANSACTION COSTS = IMPROVED PERFORMANCEBoston Security Analysts SocietyBoston September 20, 1990
73. EVERYONE CONSPIRES TO HIDE TRANSACTION COSTSCorporate Pension Plans ConferenceInvestment Management InstituteNew York August 2-3. 1990
72. LIQUIDITY, TRANSACTION COSTSAND TRANSACTION MECHANISMSTomorrow's Stock Market: What Will It Look Like?Pension Investment Assn of CanadaToronto, June 27th, 1990
71. A NEW FRAMEWORK FOR IMPLEMENTATION EVALUATIONNational Organization of Investment ProfessionalsWashington, May 7-8, 1990
70. A NEW FRAMEWORK FORIMPLEMENTATION EVALUATIONTraderForumTUCSON, April 19-21, 1990
69. IS THE AGENCY AUCTION MARKET WORTH PRESERVING?Midwest Finance AssociationChicago, March 29-31, 1990
68. IS THE AGENCY AUCTION//** MARKETWORTH PRESERVING?Financial Investment ManagementExposition and ConferenceLos Angeles, March 27-28,1990
67. WHAT DO YOU PAY FOR TRANSACTION COSTS? -- AN EQUATION(With Keith P. Ambachtsheer)Profitable Strategies for Trading(Investment Management Institute)New York, February 7-8, 1990
66. WHAT PORTFOLIO MANAGERS SHOULD EXPECT FROM THEIR TRADERInvestment Analysts Society of ChicagoChicago, January 11, 1990
65. THE PENSION SPONSOR'S INTERESTIN TRANSACTION COSTSThe West Coast Sponsor's ForumInvestment Management InstituteSan Diego, November 16-18, 1989
64. DOES TRADING MAKE A DIFFERENCE?Eager Associates Client ConferenceInnesbrook, FL November 10, 1989
63. TRADING IN TOMORROW'S ENVIRONMENTThe Institutional Equity Business:Evolution or Revolution(Sponsored by Paine Webber)New York November 9, 1989
62. TRADING INTERNALLY MANAGED FUNDSInternal Management of Pension AssetsInvestment Management InstituteNew York November 8-9, 1989
61. DOES TRADING MAKE A DIFFERENCE?Columbine Quantitative SeminarColorado Springs, Aug 14-16, 1989
60. TRADING COSTS: ANALYZING THEIR IMPACT ON PERFORMANCEPortfolio Management ConferenceInvestment Management InstituteBoston, May 23, 1989
59. THE SPONSOR'S INTERESTS IN SECURITIES TRADINGChicago Pension ForumChicago, April 18, 1989
58. THREE IMPEDIMENTS TO EXCELLENT EXECUTIONNew Equity Trading AlternativesInstitute for International ResearchNew York, February 15-16, 1989
57. THE EMERGENCE OF THE BUY-SIDE TRADERPortfolio Management ConferenceInvestment Management InstituteBoston, November 10-11, 1988
56. PENSION PLANS & INVESTMENT OBJECTIVESInstitute for Quantitative Research in FinanceSan Diego, October 2-4, 1988
55. THE BASICS OF PENSION FINANCENational Association of State Retirement Officers Annual ConventionBoston August 28-31, 1988
54. AUCTION MARKETS AND CROSSING MARKETS New Directions in Portfolio Management ConferenceInvestment Management InstituteNew York June 29-30, 1988
53. CURRENT TRENDS IN INVESTMENT MANAGEMENTMidwest Pension ConferenceCincinnati, May 4-6, 1988
52. USING YOUR MASTER TRUSTEE TO REDUCE FUND TRANSACTION COSTSMaster Trust/Custody ConferenceInstitute for International ResearchNew York March 2-3, 1988
51. THE MARKET MAKING/SPECIALIST SYSTEM: SHOULD IT BE CHANGED?Market Liquidity ConferenceInvestment Management InstituteNew York, February 8, 1988
50. LESSONS FROM THE CRASH OF '87Cincinnati Pension GroupCincinnati, January 12, 1988
49. PROGRAM TRADINGChurch Pensions ConferenceNew Orleans, December 4, 1987
48. A TAXONOMY OF TRADING TECHNIQUESTrading Strategies and Execution CostsInstitute of Chartered Financial AnalystsNew York, December 3, 1987
47. THE CROSSING NETWORKSt. Louis Pension Study GroupSt. Louis, November 20. 1987
46. PORTFOLIO INSURANCE IN PENSION MANAGEMENTFinancial Management Association17th Annual meetingLas Vegas, October 14-17, 1987
45. STRUCTURED INVESTMENT TECHNIQUESInnovations in Money ManagementInvestment Management InstituteAtlanta, October 15-16, 1987
44. THE CROSSING NETWORKDallas/Fort Worth Pension GroupDallas, September 24, 1987
43. PROGRAM TRADING AND MARKET EFFICIENCYEquity Markets and Valuation MethodsInstitute of Chartered Financial AnalystsSan Francisco, Sept 21-22, 1987
42. THE CROSSING NETWORK(with Edward C. Story)Electronic Trading Conference(Institute for International Research)New York, June 11-12, 1987
41. TRADING TECHNOLOGY IN MONEY MANAGEMENT (panel)Innovative Technology in Money Mgt.(Investment Management Institute)Chicago, March 12-13 1987
40. CROSSING NETWORKS (panel)Pension Group East ConferenceWhite Plains, March 10, 1987
39. IDENTIFYING AND UNDERSTANDING THE MANY DIMENSIONS OF RISKEquity Hedging Techniques Conference
(Conference Chairman)Institute for International ResearchNew York, February 24-25, 1987
38. WHAT KIND OF PORTFOLIO INSURANCE SHOULD YOU BUY?Practical Portfolio Insurance Techniques Investment Management InstituteNew York, November 5-6, 1986
37. DYNAMIC HEDGING - WHAT IS IT? HOW DOES IT WORK? WHO USES IT? (panel)California Association of Public Retirement Systems ConferenceOntario, CA October 24, 1986
36. TRANSACTION COSTS: WHAT YOU SPEND AND WHAT YOU GETConference on Transaction Costs, Performance Measurement, and Performance Fees (Investment Management Institute)New York, October 20, 1986
35. CONTROLLING TRANSACTION COSTSThe Financial Analysts Seminar Financial Analysts FederationRockford, IL, August 3-8, 1986
34. PACKAGE TRADINGEuropean Portfolio Invest. Colloquium European Institute of Business AdministrationFontainbleau, FR. May 21-23, 1986
33. EVALUATING TRADE EXECUTIONTrader Forum Institutional InvestorNew York, January 30-31, 1986
32. DIVESTMENT AND FIDUCIARYRESPONSIBILITY: AN OVERVIEW (panel)Socially Responsible Investing Conference Liberty Hill FoundationLos Angeles, November 15, 1985
31. PACKAGE TRADINGSeminar on the Analysis of Securities PricesChicago, November 7-8, 1985
30. FINANCIAL IMPACT OF DIVESTITURECalifornia State Teachers' Retirement System RoundtableSacramento, November 14, 1985
29. SOUTH AFRICAN DIVESTMENT (panel)Institute for Quantitative Research in FinanceScottsdale, AZ, Fall, 1985
28. THE WILSHIRE 5000 INDEX FUNDClient Conference Boston Safe Deposit & TrustInnesbrook, FL, October, 1985
27. LOW TURNOVER/PASSIVE INVESTING - IS THIS THE FUTURE?Southern Pension ConferenceHot Springs, VA, October 16-19, 1985
26. FINANCIAL CONSEQUENCES OF DIVESTMENTHigher Education and South Africa: Divestment and Campus DisruptionNational Association of College and University
AttorneysWashington, DC, Sept 5-6, 1985
25. SOUTH AFRICAN DIVESTMENTWilshire Associates Client ConferenceLos Angeles, Spring, 1985
24. TRANSACTING THINLY TRADED STOCKSTrading Costs and Trading Strategies(Berkeley Program in Finance)Yosemite, April 14-17, 1985
23. USES AND ABUSES OF PERFORMANCE DATAWilshire Associates' Client ConferenceLos Angeles, Spring, 1984
22. CORE PORTFOLIO STRUCTURING/ REBALANCING: STRATEGIES AND COSTSInstitute for Quantitative Research in FinanceHilton Head, NC, Spring, 1984
21. THE TRUST UNIVERSE COMPARISON SERVICE (panel)New York Society of Security AnalystsNew York, September, 1983
20. A CONTRACT ON THE WILSHIRE 5000 INDEX?Conference on Futures and Indexes Financial Analysts FederationNew York, 1983
19. THE INVENTORY FUNDTrust Conference (American Bankers Association)Washington, DC, Fall, 1978
18. INVENTORY FUNDS: CONCEPTS AND IMPLICATIONS FOR SPONSORS, INVESTMENT MANAGERS AND BROKER-DEALERS (with Carol A. Zipkin)Institute for Quantitative Research in FinanceWest Point, Spring, 1978
17. BOND PORTFOLIO ANALYSISInstitute for Quantitative Research in FinanceSilverado, CA Fall, 1977
16. INDEXING AND INDEX FUNDSBessemer Pension InstituteSan Francisco, Fall, 1977
15. INDEX FUNDS AND PASSIVE MANAGEMENTThe Chicago Analysts SocietyChicago, Spring, 1977
14. THE INDEX FUND AS MARKET MAKERInstitute for Quantitative Research in FinanceScottsdale, AZ Fall, 1976
13. WILL THE GUARANTEED RETURN CONTRACT REPLACE THE FIXED INCOME MANAGER?(panel moderator)4TH Inst Investor Bond Conference Institutional InvestorNew York, October 12-13, 1976
12. PENSION MANAGEMENT AND THE GUARANTEED CONTRACTFinancial Analysts Federation ConferenceSan Diego, September 19-22, 1976
11. AUTOMATING PORTFOLIO REVIEWJoint National Meeting:The Institute of Management ScienceOperations Research SocietySan Juan, Puerto Rico, Oct 1974
10. TRADING COSTS(with Larry J. Cuneo)Seminar on the Analysis of Security PricesChicago, May 18-19, 1972
9. MODERN PORTFOLIO MANAGEMENTInstitute for Quantitative Research in FinanceHanover, NH, Fall, 1971
8. MANAGING PORTFOLIOS USING CAPITAL ASSET PRICING THEORYConference on Financial Applications of Operations ResearchCanadian Operations Research SocietyMontreal, Fall, 1971
7. THE CAPITAL ASSET PRICING SIMULATOR(with David E. Besenfelder)5TH Conf. on Applications of SimulationThe Institute of Management SciencesNew York, December 8-10, 1971
6. TELECOMMUNICATIONS EARNINGSESTIMATION MODEL: AN EVALUATION(with Larry J. Cuneo and Lawrence Akutagawa)Corporate Simulation Models (TIMS)SEATTLE, March 23-25, 1970
5. TELECOMMUNICATIONS EARNINGS ESTIMATION MODEL(with Larry J. Cuneo and Lawrence Akutagawa)Third Conf. on Applications of Simulation(The Institute of Management Science)Los Angeles, December 8-10, 1969
4. A STOCK PRICE SCREENING SYSTEMSeminar on the Analysis of Security PricesChicago, May 16-17, 1968
3. QUANTITATIVE TECHNIQUES FOR INVESTMENT MANAGEMENTInvestment/67 ConferenceLos Angeles, September, 1967
2. DISCOUNTING ASPECTS OF CAPITAL BUDGETINGIBM Systems SymposiumNew York, October, 1963
1. A LINEAR PROGRAMMING ALGORITHM FOR MUNICIPAL BOND BID SCALINGIBM Systems SymposiumWashington, DC, October, 1962