The annual Morningstar Ibbotson Conference will take place Feb. 23-24 at the Westin Diplomat Resort & Spa in Hollywood, Fla. The conference, Morningstar’s main event for institutions, will feature speakers from academic institutions and the financial services industry who will discuss new research and techniques in asset allocation, investment research, and portfolio construction.
Thomas Sargent, winner of the 2011 Nobel Prize in Economic Sciences and professor of economics and business at New York University, will deliver the keynote address and discuss the role of government policy and regulation in the midst of today’s economic crisis.
General session speakers include:
- Liz Ann Sonders, chief investment strategist for Charles Schwab & Co., Inc., who will address the state of the markets and the forces that shape the economic landscape;
- Charles Nelson, president of Great-West Retirement Services, who will discuss the opportunities and challenges in the retirement industry as defined contribution plans become the primary source for retirement security;
- Meir Statman, Ph.D., Glenn Klimek professor of finance at Santa Clara University, who will address investor desires and behavioral finance;
- William A. Strauss, senior economist and economic advisor for the Federal Reserve Bank of Chicago, who will provide his economic outlook for 2012; and
- Roger Ibbotson, Ph.D., founder of Ibbotson Associates, professor of finance at Yale School of Management, and partner at Zebra Capital Management, who will examine the quarter-century controversy over the importance of asset allocation.
Topics of breakout sessions will include dynamic asset allocation, new techniques for mutual fund selection, target-date fund glide path stability, credit and liquidity risks of stable value products, asset-class- versus risk-factor-based asset allocation; and incorporating non-normal return assumptions into fund of funds optimization. In addition, John Rekenthaler, vice president of research for Morningstar will present an overview of the methodology behind the new Morningstar Analyst Rating for funds.
In addition to the conference, Morningstar will host an institutional software symposium focused on asset allocation for Morningstar Direct and Morningstar EnCorr clients on Wednesday, Feb. 22. Clients will receive training from product experts, trade ideas with peers, and explore Morningstar methodologies.