Edouard Sénéchal is a senior research analyst on the Dynamic Allocation Strategies team. In this role, Edouard focuses on valuation research and risk management. Before joining William Blair in 2011, he was responsible for quantitative investment research and risk management at Singer Partners, LLC. Edouard is the former executive director and senior risk manager of UBS Global Asset Management Americas. At UBS, Edouard also managed a quantitative research group focused on external manager research and was in charge of implementing portable alpha solutions. Before UBS, he served as a senior consultant for Applied Research at Barra. He has authored a number of publications and is also the current chair of the CFA Institute Standard of Practice Council. Education: B.A., economics, Dauphine 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.