Global markets consist of numerous asset classes and millions of individual securities, making it challenging to discern what truly matters for a portfolio.
However, a few key drivers can help explain returns across asset classes.
These factors are broad, but can help in three ways: improve portfolio outcomes, reduce volatility and enhance diversification.
And just as individuals have different nutritional needs, investors have different optimal exposures to various risk factors.
Long-term strategic overweights to certain style factors – such as value, quality, momentum, size, and minimum volatility can offer the boost investors want to improve resilience in their portfolios.
However, just as our nutritional needs can change due to circumstances, investors may need to adjust their factor exposures.
For instance, factor investors might choose to overweight or underweight certain factors in their portfolio based on the current economic regime, valuations and sentiment.
The roundtable will therefore explore four central points: one, the evolution of factor investing, two, new technologies and expanding data sources, three, a systematic framework for factor tilting, and four, the associated risks and benefits of this approach.
Networking:
Following the formal discussion, our audience will have the opportunity to engage in a live Q&A session with our expert panelists. The event will conclude with a post-event networking session, providing a platform for further discussions and connections.
Speakers:
Chair:
Sponsored by:
Comments