Flirting with Models

Apple Podcasts Stitcher
  • Home
  • Newfound Research
  • Seasons
    • Season 1 (2018)
    • Season 2 (2019)
    • Season 3 (2020)
    • Season 4 (2021)
    • Season 5 (2022)
  • About

This is a placeholder for your sticky navigation bar. It should not be visible.

Tag: style premia

  • Season 5

S05E07: Scientific Investing in Fixed Income

  • July 10, 2022
  • Tagged as: fixed income, style premia
My guest this episode is Ralph Smith, Head of Research at BlueCove. BlueCove offers long-only and market-neutral mandates in corporate credit and interest rate markets, with an emphasis on utilizing a scientific approach to portfolio...

Continue reading →

Continue reading →
Corey Hoffstein
  • Season 5

S05E08: Unexpected Returns

  • July 7, 2022
  • Tagged as: alternative markets, asset allocation, diversification, style premia, trend following
My guest in this episode needs no introduction: Antti Ilmanen, co-head of Portfolio Solutions at AQR, award winning researcher, and author of the books Expected Returns and the recently published Investing Amid Low Expected Returns....

Continue reading →

Continue reading →
Corey Hoffstein
  • Season 4

S04E15: Optimizing the Research Process

  • August 9, 2021
  • Tagged as: style premia, tail hedging
Today I am speaking with Russell Korgaonkar, CIO of Man AHL. In his role, Russell oversees a large research organization and so we spend a large part of our conversation talking about research management. Russell...

Continue reading →

Leave a reply
Corey Hoffstein
  • Season 4

S04E13: Thematic Baskets and Strong Balance Sheets

  • July 26, 2021
  • Tagged as: long/short equity, machine learning, style premia
Andrew Lapthorne is the Head of Quantitative Equity Research at SocGen, a role he’s held for nearly 14 years. Given the breadth of topics covered by bank research, it should be no surprise that this...

Continue reading →

Continue reading →
Corey Hoffstein
  • Season 3

S03E13: “…But Not So Open Your Mind Falls Out”

  • July 29, 2020
  • Tagged as: hedge funds, momentum, style premia, value
“Keep an open mind. But not so open your mind falls out.” My guest in this episode needs little introduction: Cliff Asness, co-founder and managing partner at AQR. Cliff has done dozens of interviews, podcasts,...

Continue reading →

Continue reading →
Corey Hoffstein
  • Season 3

S03E10: Alternative Risk Premia

  • July 22, 2020
  • Tagged as: machine learning, style premia
My guest in this episode is Sandrine Ungari, Head of Cross-Asset Quantitative Research at SocGen. Sandrine cut her teeth in the industry as a fixed-income pricing quant, but made her way over to sell-side, investment...

Continue reading →

Continue reading →
Corey Hoffstein
  • Season 2

S02E10: Building a Robust Research Platform

  • June 20, 2019
  • Tagged as: long/short equity, momentum, style premia, value
Chris Meredith is co-Chief Investment Officer and Director of Research at O’Shaughnessy Asset Management.  In this episode, we focus on the latter title and talk all about what it means to develop a strong research...

Continue reading →

Continue reading →
Corey Hoffstein
  • Season 2

S02E08: In Search of Modern Alpha

  • June 17, 2019
  • Tagged as: long/short equity, momentum, style premia, value
In this episode I am joined by Liqian Ren, Director of Modern Alpha at WisdomTree. After receiving her degree in Computer Science, Liqian came to the United States to pursue her Masters in Economics.  Liqian...

Continue reading →

Continue reading →
Corey Hoffstein
SEE YOU SPACE COWBOY...
Apple Podcasts Stitcher
Flirting with Models © 2022
  • Home
  • Newfound Research
  • Seasons
  • About