BI Spotlight Series: Applying Alternative Risk Premia Benchmarks to EM | Bloomberg Professional Services
Webinar

BI Spotlight Series: Applying Alternative Risk Premia Benchmarks to EM

By applying alternative risk premia benchmarks to emerging markets, investors can more intelligently assign future return expectations. In this webinar, we establish tradable EM currency benchmarks for three alternative factors: carry, value and trend. We employ a transparent, rules-based approach, and look at the implications on portfolio construction, risk management and alpha generation across the EM landscape.

Speakers

kartik ghia

Co-Head of Systematic Strategies Research

Bloomberg

Kartik Ghia is the Co-Head of Systematic Strategies Research at Bloomberg. He has written extensively on factor investing and developed risk premia strategies and portfolios across the asset class spectrum. His work on commodities benchmarks include the development of factor-tilted benchmarks and alternative risk premia overlays. Prior to Bloomberg, he worked at Barclays and JPMorgan as an index researcher. Kartik received his Ph.D. in Statistics from The Wharton School, University of Pennsylvania and his MPhil & MA from the University of Oxford.

Damian Sassower

Chief EM Fixed Income Strategist

Bloomberg Intelligence

Damian Sassower is the Chief EM Fixed Income Strategist for Bloomberg Intelligence, the firm's preeminent research platform, available on the Bloomberg Professional service at BI EMFI . Mr. Sassower specializes in emerging market sovereign and corporate credit, providing context on countries, industries, companies, and government policy. Prior to joining Bloomberg, Mr. Sassower was Managing Director at Altree Financial, where he oversaw institutional emerging market credit and equity fund management as a member of the investment committee. Mr. Sassower has nearly two decades of investment experience having held various buy- and sell-side positions at Citigroup, Lehman Brothers and Goldman Sachs. Mr. Sassower earned his MBA in finance from The Leonard N. Stern School of Business at New York University and BA in economics from Vanderbilt University.

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