Antonios Lazanas is the head of Portfolio and Index Research at Bloomberg. His team is responsible for the portfolio risk and performance analysis models incorporated into Bloomberg’s advanced portfolio and index analysis system, PORT, as well as research and products in the areas of systematic strategies, factor investing, smart beta and portfolio construction.
Antonios’ research focus has been the study of multi-factor portfolios and the development of methods, models and tools for efficient portfolio construction. He is the author of numerous white papers and has contributed chapters on the analysis of portfolio risk and performance in widely-read books including the latest edition of the Handbook of Fixed Income Securities.
As co-head of Barclays Risk Analytics and Index Solutions, Antonios oversaw the successful transition of the Barclays Index and Portfolio business to Bloomberg in August 2016. He holds a Masters and PhD in Computer Science from Stanford University and joined Barclays in 2008 after working for Lehman Brothers for thirteen years. He began his career at Salomon Brothers as an interest-rate modeler.