At the portfolio construction level, latent systematic risks identified through ML are managed by attempting to mitigate correlated risk exposures, preventing concentrated bets in emerging risk clusters.
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Speaker
Jacob PizárEvidence Quote
“we're trying to mitigate these latent systematic risks using a risk model so it's particularly valuable to do that especially when you're dealing with the long short strategies”
Source
Redefining Value Investing in a Magnificent Seven Dominated World | Jacob Pozharny— Excess ReturnsCreated: 8/11/2026, 6:50:32 AM
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