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.
A relatively simple filter can serve as a helpful initial screen of potential investment managers, quants in particular.
The relative outperformance of equity risk factors was one of 2022's rare bright spots.
The size factor contributes to portfolio diversification and risk control.