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Distilling the Risks of Smart Beta

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Content provided by Lazard Asset Management. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Lazard Asset Management or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.

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.
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36 episodes

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Distilling the Risks of Smart Beta

Lazard Insights

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Manage episode 198809917 series 1542858
Content provided by Lazard Asset Management. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Lazard Asset Management or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.

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.
  continue reading

36 episodes

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