This past week I had the opportunity to speak with Martijn Cremers, Associate Professor of Finance at Yale School of Management and co-author (with Antti Petajisto) of the innovative research on Active Share, and Steve Graziano, President of Touchstone Investments. The call was arranged by the team at Touchstone, and we spent most of the call discussing the nuances of Active Share and how Touchstone uses active share in its selection and oversight of its sub-advisors.
Link:
http://dailyalts.com/weekend-reading-active-share-risk-parity-hedge-funds-volatility/
