Chicago Booth Alumni Club of NY: Breakfast Talk on "Systematic Investing" by Mark Carhart, '95
March 22, 2011: 8:00 AM - 9:15 AM
Kepos Capital is a globally focused asset management firm with a scientifically-based, yet intuitive approach to systematic global macro investing founded in 2009. Prior to Kepos, Mark was the Co-Chief Investment Officer of the Quantitative Investment Strategies Group at Goldman Sachs Asset Management. QIS managed over $200 billion in quantitatively-driven funds and client portfolios at its peak, and its flagship product was the Global Alpha Fund, which Mark
co-managed from the end of 1997 until his retirement in 2009. Mark joined Goldman in 1997, was promoted to Co-CIO of the GSAM quantitative macro business in 1998, and also was named Co-CIO of the GSAM quantitative equity business starting in August 2007. He was named Managing Director in 1999 and Partner in 2004. While at Goldman, he served on the Investment Management Division’s Management Committee and Investment Policy Group. Prior to joining Goldman, Mark was an Assistant Professor of Finance and Business Economics at the Marshall School of Business at USC, a Senior Fellow of The Wharton Financial Institutions Center, a member of the Investment Board of Mercer Global Advisors and a consultant for Dimensional Fund Advisors. His academic research on the predictability of mutual fund performance has been published in The Journal of Finance and The Review of Financial Studies, and he also contributed several chapters to the book, Modern Investment Management: An Equilibrium Approach. Mark began his investment career as a research analyst for a small money management firm (Latimer Management, subsequently Clifford Management) in New York in 1988. Mark earned a B.A. from Yale University in 1988, became a CFA Charterholder in 1991 and received his Ph.D. from the University of Chicago Booth School of Business in 1995.
The University of Chicago NYC Office
10 Rockefeller Center
New York City, New York
$10 per person
Space is limited to 20 participants.
Mark Carhart '95 (Speaker)
Chief Investment Officer, Kepos Capital LP
Gilbert Ong, '09