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Distilling the Risks of Smart Beta
Manage episode 198809917 series 1542858
The recent success of smart beta strategies has masked their underlying risks, which could result in sizable and prolonged drawdowns. We highlight some of these flaws and discuss how a multi-factor approach could mitigate these risks.
Featured Speaker
Paul Moghtader, CFA Portfolio Manager/AnalystLazard Asset Management LLC (Boston)
Paul Moghtader is a Managing Director and Portfolio Manager/Analyst, leading Lazard's Equity Advantage team. He began working in the investment field in 1992. Prior to joining Lazard in 2007, Paul was Head of the Global Active Equity Group and a Senior Portfolio Manager at State Street Global Advisors (SSgA). At SSgA Paul was the senior manager responsible for the research and portfolio management of all multi-regional active quantitative equity strategies. Previously, Paul was an analyst at State Street Bank. He began his career at Dain Bosworth as a research assistant. Paul has a Master of Management (MM) from Northwestern University and a BA in Economics from Macalester College.36 episodes
Manage episode 198809917 series 1542858
The recent success of smart beta strategies has masked their underlying risks, which could result in sizable and prolonged drawdowns. We highlight some of these flaws and discuss how a multi-factor approach could mitigate these risks.
Featured Speaker
Paul Moghtader, CFA Portfolio Manager/AnalystLazard Asset Management LLC (Boston)
Paul Moghtader is a Managing Director and Portfolio Manager/Analyst, leading Lazard's Equity Advantage team. He began working in the investment field in 1992. Prior to joining Lazard in 2007, Paul was Head of the Global Active Equity Group and a Senior Portfolio Manager at State Street Global Advisors (SSgA). At SSgA Paul was the senior manager responsible for the research and portfolio management of all multi-regional active quantitative equity strategies. Previously, Paul was an analyst at State Street Bank. He began his career at Dain Bosworth as a research assistant. Paul has a Master of Management (MM) from Northwestern University and a BA in Economics from Macalester College.36 episodes
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