Portfolio Construction Forum

If you do anything, use behavioural analysis in manager selection


Listen Later

Traditional performance attribution helps explain past fund performance but is not predictive of future success. In the same way that Moneyball has swept every professional sport, data science is bringing greater transparency into portfolio managers’ decision-making skill. Decision attribution, which analyses the buy and sell decisions of individual portfolio managers, helps identify patterns of demonstrated skill - and specific areas for improvement. For portfolio construction practitioners seeking to select managers capable of outperforming, behavioural analysis of fund managers is crucial. - Essentia Analytics' Clare Flynn Levy and Langdon Equity Partners' Greg Dean. Earn 0.50 CE/CPD hrs on Portfolio Construction Forum

...more
View all episodesView all episodes
Download on the App Store

Portfolio Construction ForumBy Portfolio Construction Forum