Resolve Riffs Investment Podcast GestaltU Podcast with Jason Josephiac on Portable Alpha, Risk Mitigation and the Future of Investing
Jun 6, 2022
01:40:52
This week Adam and Rodrigo of ReSolve Global* had the pleasure of speaking with Jason Josephiac of Meketa Investment Group. Our conversation spanned topics including:
- His background in the industry and joining Meketa
- Asset Allocation: label/category diversification vs. risk/functional diversification
- Risk Parity vs. Traditional Asset Allocation
- What Portable Alpha
- Synthetically creating your own “bond” with risk factors not directly tied to spreads and rates
- Risk Mitigating Strategies (RMS)
- Long Volatility – 1st Responders
- Trend Following – 2nd Responders
- Beta Neutral and Uncorrelated (Diversifiers)
- Behavioral/psychological biases of investors
- Why “hedge funds” are not an asset class and many “hedge fund” programs tend not to withstand the test of time
- What is risk?
- Generalists vs. Specialists
- How LDI portfolios could be improved
- Evolution of dissecting returns and understanding factor risks, what is alpha vs. beta
- How can investment managers and investors become better aligned?
Thank you very much for tuning in – please like and share if you find the content valuable!
*ReSolve Global refers to ReSolve Asset Management SEZC (Cayman) which is registered with the Commodity Futures Trading Commission as a commodity trading advisor and commodity pool operator. This registration is administered through the National Futures Association (“NFA”). Further, ReSolve Global is a registered person with the Cayman Islands Monetary Authority.