PT  - JOURNAL ARTICLE
AU  - Frank Fabozzi
TI  - Practical Applications of Mark Anson — Conversations with Frank Fabozzi
AID  - 10.3905/pa.9.3.464
DP  - 2022 Jan 31
TA  - Practical Applications
PG  - 1--7
VI  - 9
IP  - 3
4099  - https://pm-research.com/content/9/3/1.12.short
4100  - https://pm-research.com/content/9/3/1.12.full
AB  - Frank Fabozzi interviewed Mark Anson of the Commonfund about the latter’s experiences as both a manager and a prolific author and researcher on a range of investment issues. Among the topics wereadherence to sustainability objectives and whether that adds value,benchmark myopia and how it can lead to overlooking alternative investments,the incongruity of “alternative beta” and “smart beta,”the nature of liquidity premiums and how they are independent of other equity-market premiums, andhow beta aggregates over time and why that is important to measuring systematic portfolio risk.A video recording of the complete interview is available on the PMR website at https://www.pm-research.com/CWFF-Mark-Anson.