Analysis Reveals 6 Common Drivers of Unexpected Results – Northern Trust Asset Management – 11.25.20

Overview:
Title: Analysis Reveals 6 Common Drivers of Unexpected Portfolio Results
Date: Wednesday, November 25, 2020
Time: 1:00 PM Eastern Standard Time
Duration: 1 hour

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Summary:

Now On Demand.

The number one question when portfolios don’t deliver outcomes as expected is ‘why?’ Over the past four years, Northern Trust Asset Management has individually partnered with institutional investors and consultants around the globe to help answer that very question. After examining more than 200 portfolios and 1,000 investment strategies totaling $200+ billion with a unique quantitative lens, six common drivers across all investor segments emerged.

Join Michael Hunstad, Ph.D., Head of Quantitative Strategies, as he provides new insights gained from The Risk Report.

Discussion includes:

  • Magnitude of uncompensated risks diluting excess returns
  • New perspective of the “cancelation effect”
  • The most common hidden risks with style tilts
  • Over diversification – when diversification backfires

Speaker:
Michael Hunstad, Ph.D. Michael Hunstad, Ph.D.
Head of Quantitative Strategies
Northern Trust Asset Management

Michael Hunstad is head of quantitative strategies at Northern Trust Asset Management with responsibility for all quantitative equity research, strategist, and quantitative equity portfolio management activities.

Previously, Michael was director of quantitative research where he was responsible for leading Northern Trust Asset Management’s factor-based research and product development programs.

Prior to joining Northern Trust, he was head of research at Breakwater Capital, an algorithmic trading firm and hedge fund. Previously, he was head of quantitative asset allocation at Allstate Investments, LLC and a quantitative analyst with a long-short equity hedge fund. He also served as an adjunct professor at the Illinois Institute of Technology.

Michael holds a Ph.D. in mathematics, an MBA in finance, an M.A. in econometrics and a bachelor’s degree in economics. He has published more than 50 articles and papers in professional and academic journals including Pensions & Investments, European Pensions, the Journal of Index Investing, the Alternative Investment Analyst Review, the Journal of Financial and Strategic Decisions and the Journal of Corporate Treasury Management. Michael has also spoken at more than 200 conferences across North America, Europe, Asia, the Middle East and Australia/New Zealand.