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SYZ Asset Management creates a Scientific Advisory Board to further enhance systematic strategies

Thursday, November 22, 2018
Opalesque Industry Update - SYZ Asset Management (SYZ), the institutional management arm of the SYZ Group, has created a pioneering Scientific Advisory Board to enhance the quality of its systematic investment strategies.

The newly formed board will leverage the insights of two leading academics, Amit Goyal from HEC Lausanne and Victor DeMiguel from the London Business School.

This ground-breaking initiative, which fuses asset management expertise with academic rigour, will seek to identify market allocation signals for systematic strategies.

The research will focus on developing cutting-edge algorithms to develop new investment signals, aiding in the development of new systematic strategies and improving existing portfolio construction and rebalancing processes.

The science of returns

The board consists of Goyal and DeMiguel as well as the three members of the SYZ Quantitative Investment Solutions Team - Guido Bolliger, Claude Cornioley and Benoît Vaucher.

SYZ Asset Management is among the few Swiss investment houses to intensively utilise academic expertise to bolster the quality of its investment solutions. The initiative also seeks to forge greater ties with the academic community and create a dynamic idea exchange.

Professor Goyal is an expert on empirical asset pricing and most of his research focuses on the determinants of financial asset returns. Meanwhile, Professor DeMiguel focuses on the design and analysis of portfolio construction methods.

Forefront of innovation

All major innovations in the investment industry have their origin in academic research. This started with the pioneering work of Markowitz on portfolio diversification to more recent developments in the field of risk premia investing or machine learning algorithms. Therefore, a key factor in investment success is the ability to translate academic research to the world of investing and stay at the forefront of its most recent developments.

Due to the speed of innovations in financial markets, systematic investment methods are constantly refined by the investment team and this task will be further enhanced by input from the advisory board.

Commenting on the hires and the creation of the advisory board, Guido Bolliger, Portfolio Manager and Co-Head of Quantitative Investment Solutions said: 'At SYZ Asset management, we are delighted to welcome Amit and Victor to the Advisory Board. Their strong academic backgrounds in research will enable us to stay at the forefront of systematic strategy innovation by bridging the asset management industry to the academic world.'

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