Marshall C. Greenbaum, CFA, ASA
5 Years at AB|35 Years of Experience
Marshall C. Greenbaum is a Senior Vice President at AllianceBernstein within the Multi-Asset Risk Solutions Group. Prior, he founded AnchorPath Financial, which was acquired by AB. Greenbaum was a managing director of Swiss Re Capital Markets in the Equity Derivatives Group, a role he also held at Société Générale Corporate & Investment Banking (SG). Prior thereto he served as a senior vice president at Constellation Financial Management, a boutique that SG acquired, and as a senior manager at Ernst & Young in its consulting practice focused on financial risk management. Greenbaum started his career with Buck Consultants, a pension consulting firm. He holds a BS in economics and mathematics from SUNY Binghamton. Greenbaum also holds an Associate of Society of Actuaries (ASA) designation and is a CFA charterholder. Location: New York
Published Work
Our analysis of recent performance struggles in variable annuity (VA) risk-managed platforms reveals an overwhelming concentration in volatility-targeting solutions. But the challenge also highlights a path to enhancing diversification in risk-managed platforms-with a solution that decouples from volatility targeting.