Math Portfolio Management Valuation 
The Big Picture
SEPTEMBER 3, 2024
All of their portfolio managers not only are substantial investors in each of their funds, but they do a disclosure year that shows each manager by name and how much money they have invested in their own fund. But there’s always gotta be some element of the valuation really being compelling.
The Big Picture
MARCH 20, 2024
Portfolio management was a lot less evidence-based than it is today. As it turns out, there are ways you can use data to your advantage, even if you’re not a math wizard. Barry Ritholtz : So let’s break that into two halves, starting with valuation. It doesn’t really produce great results for investors.
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The Big Picture
FEBRUARY 6, 2024
I’d say management consulting is any of the other thing that least at that time was the other career trajectory, just my personality, more of a math oriented introvert. Now I do fundamental side research portfolio management, which I just, 00:08:20 [Speaker Changed] So, so you joined GMO, there’s 60 people, 30 years.
The Big Picture
JULY 19, 2022
So, first, I found the book to be quite fascinating, very in depth and you managed to take some of the more technical arcana and make it very understandable. You began as a central bank portfolio manager in Finland. So, that relationship actually already started when I was a portfolio manager, right? ILMANEN: Yes.
The Big Picture
DECEMBER 6, 2022
And I did the math, and I think at that point in time, roughly speaking, assets in ETS were roughly just 10 percent, 12 percent of assets in mutual funds and I was pretty convinced that that number was to increase significantly. I remember telling myself, why would anyone invest in mutual funds when you can buy an ETF instead? BERRUGA: Yeah.
Brown Advisory
JANUARY 17, 2024
Even with 75% accuracy we only move from an investable universe where 30% of constituents outperform to now selecting the portfolio from a pool with a 56% win rate. We all know that a 55% hit rate is the top decile across the industry, and the maths above demonstrates why. This is why industry hit rates are so low.
The Big Picture
AUGUST 20, 2024
00:03:14 [Mike Greene] So that was actually an outgrowth from my experience coming out of Wharton and you mentioned the, the, you know, the transition of people who tended to be skilled at math or physics into finance. We built a company that was focused on valuation, initially, actually targeting corporate strategic planning departments.
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