Author Profile
Pachauri, Abhinav
The "It" Factor? Two Sigma, Venn, and Factor Analysis
Evans, Richard B.; Pachauri, Abhinav
F-1989 | Published August 30, 2021 | 17 pages. Case
Collection: Darden School of Business
This case follows the protagonist, chief investment officer of a multifamily office, as she debates whether or not Venn, a factor-based portfolio attribution tool developed by quant manager Two Sigma,... Read More
Research Affiliates and Dynamic Multifactor Strategies: Time to Time?
Evans, Richard B.; Pachauri, Abhinav
F-1988 | Published August 11, 2021 | 23 pages. Case
Collection: Darden School of Business
This case explores the dynamic allocation approach to investing, an approach that would time the market based on factors’ relative valuations. Research Affiliates created a RAFI Dynamic Multifactor US... Read More