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

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

Systematic read 32 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.

Drawdowns

Academic Research read 1 min
September 2020

Drawdowns

What type and size of drawdown should cause you to change an investment manager? We offer five main conclusions.

You're Fired! When Do You Sack the Fund Manager?

read 13 min
May 2020

You're Fired! When Do You Sack the Fund Manager?

Sacking a fund manager is costly and complex. So, what type and size of drawdown should cause you to risk changing a fund manager?
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