On Thursday, December 16, 2010, Gregory Hight will present a free live webcast entitled "Managing and Measuring Diversification Effect."
This presentation provides background on the theoretical and practical issues about diversification and asset allocation. Once the foundation has been set, Mr. Height will provide some detail about applications of quadratic programming and discuss how we can apply Monte Carlo simulation to the analysis of diversification effect. The audience will be spared Greek letters — we’ll look at the big picture issues and the rationale underlying the processes.
Gregory Hight is president of Hight Capital Management, Inc., a Minnesota research and educational firm that specializes in developing applications of financial mathematics, statistics and algorithms for practical investment problems. His articles have appeared in Barron’s, Offshore Financial Review and other publications. Hight has a B.A. from Auburn University and an M.B.A. from St. Cloud State University.