How Should Long-Term Investors Form Portfolios?


Nowadays, the availability of alternative data and their adoption in the asset management industry to improve investment decision processes is a widespread alternative approach. It comes with the help of Machine Learning and Artificial Intelligence techniques that allow the processing of these data, reducing their noise, and converging Big Data into Smart Data.

Russ Goyenko discussed with Dr. Hossein Kazemi how long-term investors should form portfolios. They delved into how they should evaluate securities, portfolios, and managers. Watch to learn more about how they adapt to time-varying expected returns, volatilities, correlations, and many factors, signals, and strategies.