GestaltU Podcast with Jason Josephiac on Portable Alpha, Risk Mitigation and the Future of Investing

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By ReSolve Asset Management. Discovered by Player FM and our community — copyright is owned by the publisher, not Player FM, and audio is streamed directly from their servers. Hit the Subscribe button to track updates in Player FM, or paste the feed URL into other podcast apps.

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.

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