E3: Arun Muralidhar - Smart Rebalancing

In this episode, Arun and I discuss portfolio construction and the importance of re-balancing your portfolio on a consistent basis.

Arun Muralidhar, has experience in and has written extensively on asset allocation, currency management and the importance of re-balancing portfolios. Arun is Co-Founder of Mcube Investment Technologies LLC (www.mcubeit.com) and Co-Founder and Client Portfolio Manager of AlphaEngine Global Investment Solutions (AEGIS), an SEC registered investment advisor that is a subsidiary of Mcube. Both firms assist institutional investors in asset allocation, currency management and external manager oversight through customized investment advice and the award-winning AlphaEngine® technology. Arun is the author of Innovations in Pension Fund Management – Stanford University Press, 2001 (translated into Japanese and Chinese). He is also co-author with the late Prof. Franco Modigliani on a book on reforming Social Security, titled, Rethinking Pension Reform – Cambridge University Press, 2004 and edited European Pension Reform, Luxembourg Institute of International Studies, 2007. His book titled, A SMART Approach to Portfolio Management, published in 2009 lays out how the SMART Approach can be applied to all aspects of fund management and would have helped funds in 2008.

Arun has served as Managing Director at FX Concepts Inc (2001-2008), Managing Director/Head of Currency Research, at J.P. Morgan Fleming Asset Management (1999-2001) and prior to that, he was Head of Research and member of the Investment Management Committee at The World Bank (1992-1999). Arun has also written a number of articles on investment finance and risk adjusted performance measurement and is a frequent speaker at industry conferences globally. He is also an Adjunct Professor of Finance at the George Washington University School of Business. He has taught courses/delivered seminars at the MIT Sloan School of Management (for Prof. Modigliani), University of Tokyo (Center for Advanced Research in Finance), George Washington University (Masters of Science in Finance), Hitotsubashi University’s Graduate School of International Corporate Strategy and Nomura School of Advanced Management. He currently serves on the Advisory Board for the Journal of Performance Measurement and Journal for Investment Consulting and has served on the Board of the Journal of Asset Management. He holds a PhD in Managerial Economics from the MIT Sloan School of Management and a B.S. from Wabash College.

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