Timothy Sumer

In this episode, the ReSolve team welcomes Roni Israelov, Chief Investment Officer and President of NDVR, to discuss advanced portfolio strategies for optimizing tax efficiency, credit exposure, and cash flow objectives. We explore a wide range of topics, including: • Roni's background and experience in asset management, including his time at AQR Capital Management and Lehman Brothers • The importance of portfolio construction and implementation in achieving investment goals • The challenges and opportunities in managing custom lifestyle-protected growth portfolios • The role of research and model building in informing and optimizing investment strategies • The impact of transaction costs and factor decay profiles on portfolio performance • The benefits and risks of incorporating short-term signals within long-term investment models, and using short-term models to adjust overall trading • Lessons learned from building and managing option strategies focused on harves...