CoverProfile

Liu Liu

Investment Analyst and Portfolio Completion Strategies Intern

Massachusetts Pension Reserves Investment Management (MASS PRIM)

United States, Massachusetts, Waltham

About Me

Liu Liu serves as an Investment Analyst at Mass PRIM, where he has developed and maintained quantitative models in Matlab to identify hedge fund risk exposures and assess managers' ability to generate alpha. His responsibilities include conducting continuous research and back tests on traditional and alternative risk premia, constructing and updating a factor data library for systematic manager evaluation, and evaluating hedge fund opportunities using ratio comparisons, alpha assessment, and portfolio construction theories. Liu Liu also conducts macro research on China's capital markets, performing preliminary analyses to identify potential investment opportunities, and presents results t

View more

Profile Information

Investment Analyst and Portfolio Completion Strategies Intern

Massachusetts Pension Reserves Investment Management (MASS PRIM)

Investment Team

Investor

Pension

Waltham

Massachusetts

United States

Sep 30, 2024

More profiles to browse

Profile Photo
Joy Seth
Senior Investment Officer
ML
Matthew Liposky
Chief Investment Operating Officer
Profile Photo
Shannon Ericson
Senior Investment Officer
DG
David Gurtz
Deputy Chief Investment Officer

You Might Like

PM
Prtima MISHRA1
Software Engineer
PA TEST
BH
Bob Helmer
President Emeritus
Baldwin Wallace University
TP
Thomas Parkhurst
Chief Compliance Officer
Altravue
BD
Bruce Davidson
Chief Compliance Officer & Operations Specialist
Claremont Financial Group Inc