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Mehmet Bayraktar

Mehmet Bayraktar
Head of Multi Asset Class Research

About the Contributor

As Head of Multi-Asset Class Research, Mehmet is responsible for driving the research agenda for MSCI’s multi-asset class portfolio and risk management analytics. A managing director, Mehmet previously was Head of Research & Chief Economist for the largest asset management firm in Turkey, Is Asset Management. Mehmet received his MBA from University of Chicago and his MSc in Finance & Economics from London School of Economics. He graduated with a B.A. in Economics from Bogazici University in Istanbul.

Blog posts by Mehmet Bayraktar

  1. Many institutional investors develop proprietary return forecasting models, but use third-party/alternative models to measure risk and transaction costs.

  2. The “quant meltdown” of 2007 and the subsequent global financial crisis highlighted the risks of crowded investment strategies. The recent growth of “smart beta” indexes and their use in ETFs has added to concerns about crowding.

  3. Systematic Equity Strategies, when represented as factors in risk models, allow investment managers to better monitor the sources of risk and return in equity portfolios. We believe that they also improve forecast accuracy and help construction of portfolios that tilt towards (or away from) these strategies, which are rules-based or computer-based implementations.

  4. January saw the return of volatility to the U.S. equity market. A confluence of factors led to this uncertainty: Investors were faced with the influence of a stronger dollar and the effect of lower oil prices on corporate earnings growth.

  5. March and April of this year saw one of the worst periods of active performance over the past 10 years for actively managed portfolios. And this happened, despite a flat stock market and historically low volatility levels.

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