Jeff Kao

Mimecast Microsoft Office 365 Remote

equity research quantitative investing smart alpha long-short equity disentangling return active investment strategies portfolio optimization behavioral finance investment performance risk management market neutral strategies factor investing mean-variance optimization leverage aversion dynamic portfolio construction predictive modeling performance attribution transaction cost management expected returns measurement cross-sectional analysis portfolio engineering trade execution systems market inefficiencies absolute return strategies capital market theory risk-adjusted returns investment insights comprehensive research financial modeling risk/reward analysis institutional investment proprietary models human behavior in finance investment philosophy return predictors stock selection empirical analysis portfolio diversification financial crises analysis client portfolio management quantitative methods performance metrics investment strategies global financial markets systemic risk management equity strategies analytical insights quantitative equity investing u.s. equity portfolios institutional clients long equity defensive equity long-short strategies absolute return portfolios advanced statistical methods asset management pension funds sovereign wealth funds endowments foundations corporate plans financial markets innovative research multidimensional approach client-focused solutions long-term investment sophisticated investors equity investment management financial performance esg investing global expansion proprietary research transparency integrity client relationships financial services