Michael A. Gayed, CFA, and Charlie Bilello, CMT, provide a systematic way to outperform the market on an absolute and risk-adjusted basis focusing on the utilities sector and Treasury bonds.
Michael A. Gayed, CFA, and Charlie Bilello, CMT, of Pension Partners, LLC co-authored two award-winning papers in 2014 that challenge the efficient market hypothesis by revealing market anomalies that have persisted over time. In separate papers, they focus on the utilities sector and Treasury bonds, providing a systematic way to outperform the market on an absolute and risk-adjusted basis. Importantly, they also show how the unique behavior of utilities and Treasuries can be used to anticipate periods of higher volatility and market corrections. Their work has important implications for both asset allocators and active managers.
This is an archived recording of a live webinar that took place on 11 June 2014.
You can download both papers from the Social Science Research Network (SSRN):