Nov 9, 2020
Karyn Williams is the founder of Hightree Advisors, a new
independent consultant that is helping organizations improve the
effectiveness of their invested assets through practical
quantitative metrics of risk. Karyn is an engineer by training, who
previously was a partner at Wilshire Associates, CIO of Farmers
Insurance Group, and head of client solutions at hedge fund Two
Sigma
Our conversation covers the early days of financial engineering,
taking lessons to portfolio analytics at Wilshire Associates, and
discovering a disconnect in theory and practice with mean-variance
optimization and the application of early factor models.
We then turn to Karyn’s applying risk frameworks and factors at
Farmers Insurance, joining Two Sigma, and creating Hightree to help
institutions measure risk practically.
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