Michael Green - The Active Impact of Passive Investing (S5E1)
Flirting with Models
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The Synthetic Exposure Is a Very Important Component of the Portfolio Construction
Amitai Etzioni: I think there's really two clever things that i wanted to highlight and have you discuss a little more. Instead of just buying the underlying bonds or using an t f, you don't go through this more complicated process. And the second is, for people coming from the traditional equity factor world, they're used to sort of this idea of long, high desile, short, bottom desil,. Long quality, short junk. That's not actually what you're doing ere.
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