Eva Sanchez Martin, CFA

Lead for Portfolio Engineering, Man AHL
Man Institute Contributor

Eva Sanchez Martin is the Lead for Portfolio Engineering at Man AHL. Her research focuses on portfolio optimisation and the construction of bespoke client portfolios within the Man AHL Portfolio Management team. 

Eva joined Man AHL in 2016. She has an MMath in Mathematics from the University of Oxford. She is also a CFA charterholder.

Man Institute content contributed by Eva

Cooking up Sharpe: A Recipe for Portfolio Construction

In Focus read 14 min
March 2025

Cooking up Sharpe: A Recipe for Portfolio Construction

The quality of a dish lies in its recipe. We explain why portfolio construction follows the same principle.

Portable Alpha: Solving the Magnificent Problem

Systematic read 12 min
January 2025

Portable Alpha: Solving the Magnificent Problem

Can investors challenge the Mag Seven and live to tell the tale? We argue they can, through Portable Alpha solutions.

We See Risk Where Others May Not: Applying Dynamic Risk Management to a Cash Equities Portfolio

Systematic read 33 min
November 2020

We See Risk Where Others May Not: Applying Dynamic Risk Management to a Cash Equities Portfolio

Using a combination of risk-based portfolio optimisation and dynamic risk-management, it is possible to construct an equity replacement strategy, which shows better risk-adjusted performance and tail characteristics than the MSCI World Index.
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