Brian Singer is the head of the Dynamic Allocation Strategies team, on which he also serves as a portfolio manager. In this role, Brian shares with Thomas Clarke ultimate responsibility for strategy setting and portfolio construction across all DAS portfolios. Before joining William Blair in 2011, Brian was the head of investment strategies at Singer Partners, LLC. Before that, Brian was the head of Global Investment Solutions and the Americas chief investment officer for UBS Global Asset Management, where he was a member of the UBS Group managing board and global asset management executive committee. Brian is extensively involved with the CFA Institute. He is a member of the CFA Society of Chicago and a member of the CFA Institute Research Foundation Board of Regents, and in 2015, he received the CFA Institute’s Distinguished Service Award, which recognizes CFA members who have made a significant contribution to the CFA Institute through their leadership, exceptional stewardship, and outstanding service. He formerly served as a board member and chair of the CFA Institute board of governors. Brian has written extensively on global portfolio, currency, and performance issues and co‐wrote the seminal Determinants of Portfolio Performance II: An Update with Gary Brinson and Gilbert Beebower. In 2009 Brian was the lead author of Investment Leadership and Portfolio Management, Wiley Publishing. In 2015, Brian was inducted into the Performance and Risk Management Hall of Fame by The Spaulding Group. Brian serves on the endowment investment committee for Exeter College at Oxford University; he is chairman of the “Free to Choose Network,” which is inspired by the ideas of economist Milton Friedman; and he serves as a member of the Rehabilitation Institute of Chicago Foundation’s board. Education: B.A., economics, Northwestern University; M.B.A., University of Chicago’s Booth School of Business.
The authors propose an analytical framework to measure investment opportunities and allocate risk across time based on the Mahalanobis distance.