Event

Past Events

40th CARF Special Seminar

Location: Classroom #1, B1F of the main Economics Building
Speaker: Mr. Dan diBartolomeo
President, Northfield Information Service
Topic:
Speech Title: Joint Estimation of Equity Risk and Liquidity Risk

Speaker's Profile:
Mr. diBartolomeo is President and founder of Northfield Information Services, Inc. Based in Boston since 1986, Northfield develops quantitative models of financial markets. The firm's clients include nearly three hundred financial institutions in twenty countries.

Mr. diBartolomeo is a Visiting Professor at the CARISMA research center of Brunel University in London. He formerly served on the industry liaison committee of the Department of Statistics and Actuarial Sciences at New Jersey Institute of Technology. He also continues his several years of service as a judge in the Moscowitz Prize competition, given for excellence in academic research on socially responsible investing by the University of California, Berkeley.

Mr. diBartolemo received his degree in applied physics from Cornell University. He writes and lectures extensively and frequently presents papers at CFA Institute and other academic and industry meetings. His most recent publications are "Just Because We Can Doesn't Mean We Should: Use of Daily Data in Performance Attribution" published in the Spring, 2003 Journal of Performance Measurement, and the "DSI Catholic Values 400" (with Lloyd Kurtz in Journal of Investing 2005) and "Measuring Investment Skill using the Effective Information Coefficient" in the Fall 2008, Journal of Performance Measurement.