Valerie Xiang

Associate Portfolio Manager, Man Numeric
Man Institute Contributor

Valerie Xiang is an associate portfolio manager at Man Numeric.

Prior to joining Man Numeric in 2019, Valerie worked at Panagora and Citigroup Global Markets.

Valerie received a bachelor’s degree in economics from Fudan University and Masters’ degree in finance from Massachusetts Institute of Technology.

Man Institute content contributed by Valerie

Black Box + Glass Box: Using Creative Systematic Risk Modelling to Navigate an Uncertain Macro Environment

Systematic read 7 min
May 2023

Black Box + Glass Box: Using Creative Systematic Risk Modelling to Navigate an Uncertain Macro Environment

Can a creative risk modeling via a systematic approach (the black box) with human engagement (the glass box) be successful in navigating today’s complex macro environment?

Not All Low Volatility Portfolios Are The Same

Systematic read 10 min
April 2023

Not All Low Volatility Portfolios Are The Same

In this paper, we argue that low-volatility strategies should not be viewed as a homogenous category and identify implementation techniques that can lead to differentiated performance.

ESG Returns - As a Matter of Factor ...

Systematic read 4 min
June 2022

ESG Returns - As a Matter of Factor ...

Mainstream ESG equity strategies have had a poor start to the year. In our view, this doesn’t disprove the existence of ESG alpha; rather, it proves the importance of understanding the underlying drivers of returns.
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