Tag: Portfolio Strategy
Narrative-Driven Investing with Ronnie Sadka (Ep. 113)

Narrative-Driven Investing with Ronnie Sadka (Ep. 113)

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Markets are often viewed through numbers, charts, and economic data, but there is another layer influencing how they move. 

How can advisors better understand these forces and connect them to portfolio performance? And how can they explain those movements in a way that resonates with clients?

In this episode, Jeremy Houser interviews Ronnie Sadka, Founder and Managing Partner of MKT MediaStats and Professor at Boston College’s Carroll School of Management, about narrative-driven investing. He explains how media data, behavioral finance, and systematic research can help advisors track what is driving market attention.

Ronnie also shares how identifying narrative momentum and asset sensitivity can provide clearer explanations for performance and offer a different lens on diversification and long-term strategy.

Ronnie discusses:

  • How public narratives can influence markets before they fully appear in asset prices
  • Why slow-moving themes like inflation, AI, and conflict may affect portfolios over time
  • How MKT MediaStats tracks digital media data to quantify market attention
  • Why advisors can use narrative exposure to explain portfolio movement to clients
  • How long-short strategies may add a different source of portfolio diversification
  • And more!

Connect with Ronnie Sadka:

Connect with Jeremy Houser:

About Our Guest:

Ronnie Sadka is the founder and managing partner of MKT MediaStats, senior associate dean for faculty, chairperson and professor in the Seidner Department of Finance, and the Haub Family Professor at the Boston College Carroll School of Management. His research focuses on the liquidity in financial markets. Ronnie is a frequent speaker at academic and practitioner conferences, his work has appeared in various outlets including Journal of Finance, Journal of Financial Economics, Journal of Accounting Research, Journal of Accounting and Economics, Journal of Financial and Quantitative Analysis, and Financial Analysts Journal, and has been covered by New York Times, Wall Street Journal, and CNBC.

Prior academic experience includes teaching at the University of Chicago (Booth), New York University (Stern), Northwestern University (Kellogg), and the University of Washington (Foster). Industry experience includes Goldman Sachs Asset Management and Lehman Brothers (quantitative strategies). Sadka recently served on the economic advisory board of NASDAQ OMX. Professor Sadka earned a B.Sc. (Magna Cum Laude) in industrial engineering and a M.Sc. (Summa Cum Laude) in operations research, both from Tel-Aviv University. He received a Ph.D. in finance from Northwestern University (Kellogg).

Disclosure #: 5366624 – 0526

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What Top Economist Dr. Campbell Harvey Sees Coming Next (Ep. 104)

What Top Economist Dr. Campbell Harvey Sees Coming Next (Ep. 104)

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As we kick off 2026, the economic headlines are loud, but the real story is in the data and the incentives behind it.

In this episode, Jeremy Houser sits down with Dr. Campbell Harvey, Duke professor and Research Affiliates Director of Research, known for early work on the inverted yield curve, to break down what matters most for growth, markets, and resilience in 2026.

Campbell discusses:

  • Why the U.S. fiscal picture raises the stakes for stronger real GDP growth
  • Why tariffs function like a tax, plus when they may act more like “risk management” than growth policy
  • Why “AI is just 1999 again” can be a misleading comparison, and what’s different this time
  • What a steepening yield curve may be signaling about long rates, inflation expectations, and growth ahead
  • Why rebalancing is an active decision, and how mechanical timing can create hidden performance drag
  • How products that limit downside exposure can fit into a broader, diversified approach
  • His thoughts on Fixed Indexed Annuities
  • And more

Resources:

Connect with Campbell Harvey:

Connect with Jeremy Houser:

About Our Guest:

Campbell R. Harvey is a Professor of Finance at Duke University and Research Associate at the National Bureau of Economic Research in Cambridge, Massachusetts. He served as Editor of The Journal of Finance from 2006 to 2012 and as the 2016 President of the American Finance Association. He holds a Ph.D. in Finance from the University of Chicago.

Professor Harvey has served as Partner and Director of Research for Research Affiliates, LLP, and Investment Strategy Advisor to Man Group, PLC, contributing to both research and product design.

Professor Harvey received the 2015, 2016, 2022, and 2023 Bernstein Fabozzi/Jacobs Levy Award for the Best Article from the Journal of Portfolio Management for his research. He has also received ten Graham and Dodd Awards/Scrolls for excellence in financial writing from the CFA Institute. He has published over 125 scholarly articles on topics spanning investment finance, emerging markets, corporate finance, behavioral finance, financial econometrics, and computer science.

For the past nine years, Professor Harvey taught Innovation and Cryptoventures – a course that focuses on the mechanics and applications of blockchain technology and web3. He offers a certificate in Decentralized Finance on Coursera. He also teaches the advanced elective Global Asset Allocation and Stock Selection which focuses on systematic investment strategies.

Disclosure: 5078176 – 0126

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