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Michele Aghassi - Unintended Bets Everywhere (S6E7)

Michele Aghassi - Unintended Bets Everywhere (S6E7)

FromFlirting with Models


Michele Aghassi - Unintended Bets Everywhere (S6E7)

FromFlirting with Models

ratings:
Length:
55 minutes
Released:
Jun 12, 2023
Format:
Podcast episode

Description

In this episode I speak with Michele Aghassi, principal at AQR Capital Management where she serves as a portfolio manager for the firm’s equity strategies. The conversation spans three major points: optimization, the opportunity in emerging equities today, and factor investing.  While these are the headline topics, the underlying theme of the conversation, in my opinion, is the idea of unintended bets.   More specifically, how controlling for unintended bets, whether through optimization or thoughtful consideration, can sharpen your resolve in your conclusions.  Whether it is the influence of China in emerging markets, the influence of currency in foreign equity returns, or crowding effects in factors, being aware of the potential for unintended bets can shape the how, where, and even the when of portfolio construction. Please enjoy my conversation with Michele Aghassi.
Released:
Jun 12, 2023
Format:
Podcast episode

Titles in the series (98)

Flirting with Models is the show that aims to pull back the curtain and meet the investors who research, design, develop, and manage quantitative investment strategies. Join Corey Hoffstein, Chief Investment Officer of Newfound Research, on a journey to explore systematic investment strategies, ranging from value to momentum and merger arbitrage to managed futures. For more on Newfound Research, visit www.thinknewfound.com.