CLT-Anatomy of Active Portfolios
Leon Roisenberg will present on The Anatomy of Active Portfolios which will study the holdings and historical performance of the largest 20,000 mutual fund managers in the world and draws conclusions regarding the main sources of their risk and return. The research attempts to confirm popular industry conventions today including the prevalence of factor investing and crowded trades, but also dispels other notions including that managers are earning their active returns from intended investment decisions and thesis.
Leon Roisenberg is a Vice President and a member of the Equity Applied Research team at MSCI. In this role he conducts applied research using MSCI Analytics products, focusing on portfolio construction and risk management. Prior to joining MSCI, Mr. Roisenberg was a Quantitative
Equity Researcher and Portfolio Manager at BlackRock Inc. and Merrill Lynch Investment Management. Mr. Roisenberg received an MBA from Columbia University and BSc in Engineering from Massachusetts Institute of Technology.