What is the best way to construct multi-factor indices?
Eric Shirbini, PhD, is Global Research and Investment Solutions Director with ERI Scientific Beta
In this webinar, we compare "bottom-up" methodologies that rely on multi-factor score-weighting to build concentrated portfolios to achieve higher composite exposure across targeted factors with less concentrated "top-down" multi-factor approaches. The themes covered during the webinar also include:
Read more >
- Considering cross-sectional negatives of single factor indices, seeking maximum exposure to rewarded factors, portfolio concentration versus diversification; what are the issues behind the bottom-up versus top-down debate?
- From alpha to beta to stock picking: do stock factor champions exist?
- What are the limits of bottom-up approaches?
- Can we reconcile the top-down approach and consideration of cross-sectional negatives of single smart factor indices combinations?
- What method can be used to maximise the benefits of factor investing?