Enterprising Investor
Practical analysis for investment professionals

Joseph Simonian, PhD

9 Posts

Biography

Joseph Simonian, PhD, is senior investment strategist at Scientific Beta. He is a noted contributor to leading finance journals and is also a prominent speaker at investment events worldwide. Simonian is also currently the co-editor of the Journal of Financial Data Science and on the editorial board of The Journal of Portfolio Management. He holds a PhD from the University of California, Santa Barbara; an MA from Columbia University; and a BA from the University of California, Los Angeles.

Author's Posts
Mitigating Economic Risk in Multi-Factor Strategies

Here's a weighting scheme to mitigate economic risks while preserving the benefits of diversified multi-factor strategies.

Factor Strategies Belong in Your Completion Portfolio Toolkit

Why wouldn't you include factor strategies in your completion portfolio? A review of the two commonly used approaches for managing institutional assets highlights their symbiotic nature.

How to Build Better Low Volatility Equity Strategies  

Not all low volatility strategies are created equal. Many lack the diversification and risk control needed to guard against concentration and macro risk.

Harvesting Equity Premia in Emerging Markets: A Four-Step Process

There is hope for investors seeking a robust emerging market equity strategy to complement their other equity investments.

The Benefits of Using Economically Meaningful Factors in Financial Data Science

As machine learning (ML) and data science become ever more integrated into finance, which factors should we consider for our ML-driven investment models and how should we select among them?

Factor Portfolios and Cap-Weighted Benchmarks: Bridging the Tracking Error Gap

Can we retain the benefits and economically sound basis of a factor approach to equity investing while more closely aligning a factor portfolio’s performance to a cap-weighted benchmark?

Quant Screening: Three Questions for Investment Managers

A relatively simple filter can serve as a helpful initial screen of potential investment managers, quants in particular.

Factor Performance: Will the Comeback Persist?

The relative outperformance of equity risk factors was one of 2022's rare bright spots.

The Size Factor Matters for Actual Portfolios

The size factor contributes to portfolio diversification and risk control.



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