場所:東京大学経済学研究科棟 地下1階 第1教室
スピーカー:Robert Macrae 氏
英国ヘッジファンド Arcus Investment Limited
演題:Back to Basics: Short-Sample Unconstrained Markowicz

Robert Macrae, CFA, is managing director of Arcus Investment, a U.K. based hedge fund manager he founded in 1998 with Mark Pearson and Peter Tasker. Arcus manages a range of hedge and long-only funds including Arcus Zensen Fund, Arcus Japan Fund, Arcus Leaders Fund and Arcus Japan Value Fund. All invest primarily in Japan following a fundamental value approach, with total assets under management of approximately $220 million. Robert has spent the last eighteen years in the hedge fund industry, applying engineering concepts of robustness, reliability and problem-solving to value investment and risk control. He has a degree in Electrical Engineering from Imperial College.