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Antti Petajisto, Ph.D., is a portfolio manager at LMR Partners, a multi-strategy hedge fund, where he focuses on researching and implementing quantitative trading strategies in global equity markets.

 

Prior to joining LMR, Dr. Petajisto was a researcher and portfolio manager in BlackRock’s Scientific Active Equities group, where he developed new alpha signals for quantitative equity portfolios and managed all aspects of BlackRock’s multi-billion long-only and long-short portfolios in emerging markets. Before that, he was a researcher and portfolio manager in BlackRock’s Multi-Asset Strategies group, where his team's main responsibility was the development of active investment strategies for global tactical asset allocation.

 

Dr. Petajisto has also been an Assistant Professor of Finance at the Yale School of Management and a Visiting Assistant Professor of Finance at New York University Stern School of Business, where he taught MBA-level elective courses on investments and portfolio management as well as behavioral finance.

 

Dr. Petajisto's academic research includes topics such as active and passive portfolio management, performance evaluation of money managers, pricing inefficiencies in exchange-traded funds, and the price impact of passive indexing strategies. He also developed the Active Share measure which today is used by a number of practitioners. His research has been published and cited in academic journals and the popular press, and he has frequently presented his findings to both academic and practitioner audiences.

 

Dr. Petajisto has a Ph.D. in Finance from MIT Sloan School of Management and M.Sc. in Engineering Physics from the Helsinki University of Technology.