Syz Asset Management, 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, Indian-born Amit Goyal (pictured left) from HEC Lausanne and Victor DeMiguel from the London Business School, Syz Asset Management announced on Thursday. This 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.
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.
