Return of the quants: Systematic investing to beat the market
Roundtable video
27 July, 2010
PWM's round table discussion with Professor Robert Haugen, inventor of the Minimum Variance concept, highlights the importance of quantitative investing in the post-crisis climate. Private banks and institutions, requiring predictable returns for their clients and long-term savers, are increasingly incorporating systematic investment processes in their portfolio construction models.
Our speakers look at the controversial history of quant investing, reasons for its comeback and re-evaluation, and how it can be combined with more traditional investment models.
Click here to watch chapter highlights or the complete video