Brian Kozeliski | SpeakerHub

Personal Details

Bio

Brian Kozeliski is a lecturer for the CQA Institute at Wilkes University. Previously, he was the Director of Quantitative and Risk analysis at Victory Capital Management. In this role he led the quantitative strategy team charged with maintaining, monitoring, and enhancing quantitative infrastructure and research and the risk management team responsible for identifying, measuring and monitoring risks that impact portfolio returns. Prior to this, he was the Senior Portfolio manager for the Munder International Fund which was recognized as the winner of Lipper’s Best International Multi-Cap Value Fund over five years in 2010 and in 2011. Before entering the asset management business Brian was a Peace Corps Volunteer with the United States Peace Corps. He graduated with a BA in mathematics and Spanish from Willamette University and an MBA in finance from the Thunderbird School of Global Management. He is a Chartered Financial Analyst (CFA) Charterholder, Chartered Alternative Investment Analyst (CAIA) Charterholder and Financial Risk Manager (FRM) Charterholder.

Current position (2)

Faculty – Advance Investment Management Course

CQA Institute / Wilkes University

Director of Quant and Risk Management / Senior PM

Victory Capital Management

Degrees (2)

Mathematics and Spanish

Willamette University

1988 to 1992

Finance

Thunderbird School of Global Management

1997 to 1998

Presentations

Presentations (1)

Stop Doing That! How Unintentional Bets are Hurting Your Performance and a Practical Solution.

Relative and absolute performance are of utmost concern for active managers and investors alike. However, many active managers struggle to outperform their benchmarks. In this session, Brian Kozeliski shows that even successful managers can unknowingly expose their portfolios to factors that are consistently detracting from performance, and that this detraction persists after identification. Mitigating the effects of these unintentional exposures significantly improves out-of-sample performance of otherwise successful strategies. The analysis serves as a road map for improving future performance through enhanced portfolio construction. It also helps to eliminate behavioral mistakes in manager selection, and thus the analysis is a superior method for identifying future outperforming managers. This work has ramifications for managers/portfolios looking to improve performance and wealth managers (and others) attempting to identify superior external managers.

Past talks (2)

Stop Doing That! How Unintentional Bets are Hurting Your Performance and a Practical Solution

FactSet Investment Process Symposium

Bermuda

November 15, 2016

Stop Doing That! - How Unintentional Bets Are Hurting Your Investment Performance

QuantMinds Americas

Online virtual conference

September 21, 2020