APM

Selected Presentations

09 Nov 2013
Event Driven: An Eventful Year in Asia
Goldman Sachs Asia Hedge Fund Symposium

Singapore
23 Jan 2012
Skill Based Investing
Indian Institute of Management - Ahmedabad
Ahmedabad
India
24 Sep 2011
Philosophical Foundations of Economics and the Good Economy (Video)
Columbia University Center on Capitalism and Society: Ninth Annual Conference
New York, New York
USA
04 Dec 2010
CFA Emirates: Hedge Funds, Active Management, and the Asset Allocation Decision
CFA Society of Dubai and CFA Society of Abu Dhabi
Dubai and Abu Dhabi
United Arab Emirates
28 Oct 2010
Alpha Institutes CIO Summit
Alpha Institutes CIO Summit
New York, New York
USA
07 Oct 2010
Opalesque Round Table Series 2010
New York, New York
USA
12 Mar 2009
A Review of the Secondary Market for Hedge Funds
Citi Capital Introductions
Virtual
04 Feb 2009
CFA Institute Alternative Investments 2009
CFA Institute Conference
New York, New York
USA
30 Apr 2008
BPC: Investorentreffen Baur au Lac Club: Observations on Liquidity and Volatility
BPC: Investorentreffen Baur au Lac Club
Zurich
Switzerland
10 Mar 2008
Art, Science, and Unmeasurable Risk: Three Observations on Liquidity and Volatility
BAI Alternative Investor Conference
Frankfurt
Germany

Selected Research

“Unlocking Alpha: A Data-Driven Approach to Social Factor Analysis.” May 2025.

Kiernan, Robert E., III. “Performance Measurement Practices of Selected Major Sovereigns.” Working Papers of the Department of Finance. Ottawa: Government of Canada, March 1993.

Kiernan, Robert E., III. The Anatomy of Risk: A Decomposition. New York: Lehman Brothers, 1993.

Kiernan, Robert E., III, and Charles E. Webster, Jr. “A Framework for Evaluating the Size of a Cash Liquidity Position.” Fixed Income Financing 4, no. 3 (1994).

Kiernan, Robert E., III, and Charles E. Webster, Jr. “Establishing an Analytical Framework for Evaluating Liquidity.” Capital Market Strategies, no. 5 (July 1995).

Kogelman, Stanley, Martin Leibowitz, and Larry Bader. “Funding Ratio Return: A More Universal Measure for Asset/Liability Management.” In Return Targets and Shortfall Risks, 151–168. New York: McGraw-Hill, 1996.

Kiernan, Robert E., III, and Roy D. Henriksson. “Problems with the Use of Ratios in the Evaluation of Hedge Funds.” APM Working Papers, Advanced Portfolio Management LLC, September 2005.

Kiernan, Robert E., III. “Social Norms and Market Prices: Implications for Socially Responsible Investing.” Working Paper, Center for Business and Government, Harvard Kennedy School of Government, November 2009.

Kiernan, Robert E., III. “Philosophical Foundations of Economics and the Good Economy.” Discussion paper presented at the Ninth Annual Conference, Center for Capitalism and Society, Columbia University, September 2011.

Leibowitz, Martin L., Anthony Bova, and Stanley Kogelman. 2014. “Forward Curve Shifts and Return Convergence.” The Journal of Portfolio Management Special 40th Anniversary Issue 2014, 40 ( 5) 170 – 182. doi: 10.3905/jpm.2014.40.5.170.