Frederick Dopfel


Academic & Professional Accomplishments

  • PhD, Engineering – Economic Systems, Stanford University
  • MS, Operations Research, Stanford University
  • BS, Mathematics, Massachusetts Institute of Technology

Positions Held/Visiting Positions

  • Professor, Barowsky School of Business, Dominican University of California, 2014-Present
  • Co-Chair, Investment Committee, Private Ocean, 2014-Present.
  • Senior Advisor, Schroders, 2014-Present.
  • Managing Director and Head of Client Strategy, BlackRock, 2002-2013.
  • Senior Vice President, Director of Western Region, Head of New Ventures, Centre Re Solutions (alternative asset subsidiary of Zurich Financial Services), 1996-2001.

Selected Papers & Publications

  • “Managed Volatility Strategies: Applications to Investment Policy.” Journal of Portfolio Management, Vol. 40, No. 1, Fall 2013.
  • “Risk-Controlled Growth: Solution Portfolios for Outcome-Oriented Investors.” (with J. Kyrklund) Multi-Asset Investments and Portfolio Solutions. Schroders: January 2015.
  • “Managed Volatility Strategies: Applications to Investment Policy.” (with S. Ramkumar) Investment Insights, Vol. 16, No. 1. BlackRock: June 2013.
  • “Three R’s to the Rescue – Revitalizing Portfolios with Risk Factors, Regime Analysis and Robust Risk Management Systems” (with C. LeGraw) Currents (BlackRock), Winter 2013.
  • “Quality Control – How to make sure you add the right hedge fund to your soup.” Currents (BlackRock), Winter 2012.
  • “Reality Check – Revisiting portfolio construction as alternatives go mainstream” (with K. Witham), Currents (BlackRock), Winter 2012.
  • “Risk-Based Portfolio Construction – Concentration vs. Leverage.” Schroders Global CIO Forum, London, U.K., March 2015.
  • “Dynamic Approaches for Managing Concentrated Exposures.” Institutional Investor Forum on Risk & Liquidity, San Francisco, January 2015.
  • “Future Evolution of Investment Portfolios.” UC Berkeley Extension Certificate Program in Personal Financial Planning – Awards Dinner, Berkeley, CA, June 2014
  • “Investment Risks Facing the PBGC.” Advisory Committee of the Pension Benefit Guarantee Corporation (PBGC) Board, Washington DC, April 2013.
  • “Evolving Portfolios for the New World of Investing.” CFA Society of Washington, DC, February 2013.
  • “Current Portfolio Trends and Case Studies.” iShares Institutional Roundtable, San Francisco February 2013.
  • “Managed Volatility Ideas.” New York University Business School - Volatility Institute, New York, October 2012.
  • “Reviving Portfolios for the New World of Investing” (with C. LeGraw). BlackRock National Client Conference, New York, October 2012.
  • “Trends in Alternative Investments and Portfolio Construction.” Financial Institutions Group C-Suite Forum, New York, June 2012.
  • “Risk Factors, Scenario Analysis, and Stress Testing.” Institutional Society of Risk Professionals (ISRS), Austin, TX, May 2012.
  • “SAFE Investment Education Seminar.” State Agency for Foreign Exchange (SAFE), Beijing, China, April 2012.
  • “The New Policy Portfolio.” Taiwan Pension Association, Taipei, Taiwan, April 2012.
  • “Outcome-Oriented Investing: Brazil Pension Plan Case Study.” Wharton Business School Client Seminar, March 2012.