News and Recent Events
Acadian’s U.K. affiliate has been awarded a several hundred million USD global managed volatility mandate by PKA, one of the largest administration companies for occupational pension funds in Denmark. March 2013
The 2012 Capital Gain Estimates for AEMGX and AEMDX are Now Available December 2012
Acadian’s Emerging Markets Debt Strategy, which focuses principally on local currency sovereign debt, achieved a five- year track record as of August 31, 2012. October 2012
Acadian has developed a new, alpha-generating investment process that draws on the global dividend-paying universe. October 2012
Alexandre Voitenok has joined Acadian as a Senior Vice President and Portfolio Manager, responsible for researching long/short strategies and managing long/short portfolios. June 2012
Acadian Announces Succession Plan At the end of 2011, Gary Bergstrom relinquished his chairmanship role and current CEO Ron Frashure became chairman of Acadian. The role of chief executive officer will be transitioned to Churchill Franklin, who will assume the CEO title on January 1, 2013. October 2011
Acadian is pleased to announce that two senior research hires joined the firm in September. Wesley S. Chan has joined as Director of Research Operations. In this role, he will help lead Acadian’s bottom-up research effort together with Malcolm Baker, a Harvard Business School finance professor who acts as a consultant to the firm. Wes’s extensive background in quantitative equity analysis includes experience at GSAM and AlphaSimplex. He holds a B.A. from Princeton and a Ph.D. in financial economics from MIT’s Sloan School of Management. September 2011
Strategy
John Chisholm, Acadian's CIO, explains the quantitative approach used by Acadian Asset Management's portfolio managers.
View "Benefits of Acadian's Quantitative Approach to Global Equity Investing".
Research
Acadian team members contributed an article to the January/February issue of the Financial Analysts Journal entitled "Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly".
Visit our recent research document library.
