Capital Allocators – Inside the Institutional Investment Industry

Karyn Williams – Measuring Risk Practically at Hightree Advisors (Capital Allocators, EP.163)


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Karyn Williams is the founder of Hightree Advisors, a new independent consultant that is helping organizations improve the effectiveness of their invested assets through practical quantitative metrics of risk. Karyn is an engineer by training, who previously was a partner at Wilshire Associates, CIO of Farmers Insurance Group, and head of client solutions at hedge fund Two Sigma Our conversation covers the early days of financial engineering, taking lessons to portfolio analytics at Wilshire Associates, and discovering a disconnect in theory and practice with mean-variance optimization and the application of early factor models. We then turn to Karyn’s applying risk frameworks and factors at Farmers Insurance, joining Two Sigma, and creating Hightree to help institutions measure risk practically.

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Capital Allocators – Inside the Institutional Investment IndustryBy Ted Seides – Allocator and Asset Management Expert

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