Traditional value investing has been upended over the past decade. In this follow-on paper to our 2015 paper titled, "The Fed Is the New Value Investor", we revisit our expectations for the performance of value as an investment style in light of Fed policy. We also analyze some of the largest over/underweight positions in institutional portfolios and their unintended consequences. Finally, we suggest that investors utilizing a traditional mean reversion framework begin to view asset class opport
Nick joined Grantham, Mayo, Van Otterloo & Co. (GMO) in 2003 as a quantitative researcher and later became a partner managing over $50 billion in assets before leaving in 2014.
As noted in this study by Harvard Business School professor Josh Lerner, PhD and Bella Research Group and, as demonstrated in the chart shown, less than 1% of the $16.2 trillion in hedge fund assets are controlled by firms with diverse ownership.
Kaleidoscope Capital L.P. is an alternative investment firm based in Boston that focuses on delivering sustainable results for investors, including leading endowments, foundations, and family offices.
