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Featured Solutions Implementation Matters: A Review of the Performance of Alternative Risk Premia Strategies in 2020 Implementation Matters: A Review of the Performance of Alternative Risk Premia Strategies in 2020 Wide performance dispersion underscores the importance of portfolio construction.
Strategy Spotlight PIMCO’s Multi-Asset Alternative Risk Premia Strategy Risk-Off Version (MAARS ROVER): Equity Diversifier PIMCO’s Multi-Asset Alternative Risk Premia Strategy Risk-Off Version (MAARS ROVER): Equity Diversifier Our strategy MAARS ROVER focuses on defensive characteristics and helps complement other diversifiers in an investment portfolio.
Strategy Spotlight Selecting the Optimal Investment Universe in Managed Futures Selecting the Optimal Investment Universe in Managed Futures In managed futures strategies, a larger investment universe is not always better for investors.
Strategy Spotlight PIMCO’s Multi-Asset Alternative Risk Premia Strategy: The Search for Returns Beyond Traditional Asset Classes PIMCO’s Multi-Asset Alternative Risk Premia Strategy: The Search for Returns Beyond Traditional Asset Classes
Featured Solutions Trend-Following Through the Rates Cycle Trend-Following Through the Rates Cycle Our analysis suggests that trend-following strategies could profit in rising rate environments.
Matt Dorsten Portfolio Manager, Quantitative Strategy Share Share Share via LinkedIn Share via Facebook Share via Twitter Share via Email Add Add Download Download Print Print Mr. Dorsten is an executive vice president in the Newport Beach office and a portfolio manager in the quantitative strategies group. He is the lead portfolio manager for managed futures in addition to having portfolio management responsibilities in multi-asset alternative risk premia and beta replication strategies. He was previously a member of the financial engineering group working on mortgage-backed securities and event-linked bonds. Prior to joining PIMCO in 2006, he received his Ph.D. in theoretical particle physics from the California Institute of Technology, where he was a National Science Foundation Graduate Research Fellow. He has 17 years of investment experience and holds undergraduate degrees in mathematics and physics from Ohio State University.