Sandy Rattray on Strategic Risk Management

Masters in Business

Bloomberg

Business, Entrepreneurship, Investing

4.4 • 2.2K Ratings

🗓️ 6 August 2021

⏱️ 79 minutes

🔗️ Recording | iTunes | RSS

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Summary

Bloomberg Opinion columnist Barry Ritholtz speaks with Sandy Rattray, who co-invented the VIX index and is chief investment officer at Man Group, which has more than $125 billion in assets under management. Rattray is also co-author of the recent book "Strategic Risk Management: Designing Portfolios and Managing Risk."

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0:00.0	This is Masters in Business with Barry Redholz on Bloomberg Radio.
0:09.2	This week on the podcast, I have an extra special guest.
0:13.4	What can I say about Sandy Rattra?
0:16.2	He is the chief investment officer of the man group which manages over $125 billion.
0:25.4	He is the co-inventor of the VIX index. He has an incredible career both in equity research
0:35.9	and for derivatives as well as systematic investing.
0:41.6	He is just a rock star. I don't know what else to say about it.
0:44.3	The track record that the man group has amassed as well as how they have pushed forward
0:49.9	portfolio construction theory is incredibly influential.
0:57.9	Not only was he the co-inventor of the VIX index but he has written extensively about
1:05.4	risk management and how to design portfolios.
1:09.6	What to expect when you are expecting a black swan which you by definition can't know
1:15.2	what to expect and how to build strategies that give you some degree of protection against
1:19.6	this.
1:20.6	If you are remotely interested in hedge funds asset management, quantitative strategies,
1:25.8	the VIX and managing risk will strap yourself in because this one is a good one with no further
1:33.3	ado, my conversation with Sandy Rattra of the man group.
1:40.8	This is Masters in Business with Barry Redholz on Bloomberg Radio.
1:47.6	My extra special guest this week is Sandy Rattra.
1:51.2	He is the chief investment officer of the man group.
1:54.7	He is also on the executive committee and the responsible investment committee.
1:59.1	He is perhaps most famously the co-inventor of the VIX index.
	...

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