Systematically Evaluating a Systematic Manager
In a recent webinar, Mamdouh Medhat, Senior Researcher, presented an insightful framework for evaluating systematic managers. The session provided a deep dive into the principles of systematic investing and how it can add value through a disciplined pursuit of investment premiums.
Attendees gained a comprehensive understanding of how systematic strategies can be incorporated into existing portfolios and the critical role systematic managers play in asset allocation decisions. The discussion also covered key factors to consider when evaluating these managers both before and after hiring, helping investors make informed decisions to capture premiums, diversify, and reduce costs.
Mamdouh Medhat - Senior Researcher and Vice President, Dimensional
Mamdouh Medhat, a London-based Senior Researcher and Vice President, conducts theoretical and empirical research into drivers of expected returns, often in collaboration with Dimensional’s academic affiliates, and communicates Dimensional’s research to clients and the broader public.
Prior to joining Dimensional, Mamdouh was an Assistant Professor of Finance at Cass Business School in London. His research has been published in the Review of Financial Studies, Journal of Corporate Finance and Journal of Financial Econometrics. He holds a PhD in Finance from Copenhagen Business School and a BSc and an MSc in Mathematics-Economics from the University of Copenhagen. He has also held visiting-scholar positions at Stanford and Princeton in the US.
