Equity Beta Book | Adding another string to the stock selection bow

Mathan Somasundaram

Risk Management and Beta: The two major types of risk when investing in equity markets are systematic and non-systematic risk. Non-systematic risk can be reduced through diversification while Systematic risk or market/macro risk can be reduced by picking stocks that changes the overall portfolio beta relative to the market to get the desired exposure. Beta matching allows you to adjust your portfolio exposure to market volatility. The conservative approach would suggest to gradually reducing market beta as the market moves into stretched multiples. Preferred picks for the right exposure are.... (VIEW LINK)


Mathan Somasundaram

2017 - Now > Blue Ocean (AUS) > Market Portfolio Strategist 2012 - 2017> Baillieu Holst (AUS) > Head of Strategy, Quant and Data Analytics 2009 - 2012 > Bell Potter / Southern Cross (AUS) > Head of Quant and Data Analytics 2007 - 2009 > LIM...

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