Factor Investing is increasingly in the spotlight. Financial magazines run features on it, seminars are organized on the subject, and investors consider adopting its approach. Yet you might wonder: is it just a hype? Is the increased interest in Factor Investing no more than a passing trend? This question demands an answer.Read more >
More and more investors are realising the advantages of factor investing and starting to implement its lessons not just as an afterthought, but as a top-down element of the overall investment strategy. A large percentage of pension funds still have a cover ratio that barely exceeds the minimum requirement and face funding issues due to the ageing demographics. To meet liabilities, pension funds are looking for higher returns while at the same time have less appetite for risk. Is factor investing the solution for the seemingly opposing challenges of risk and return?Read more >
Thematic investments provide investors with exposure to long term structural growth drivers – also known as Megatrends
Rob will discuss why advances in technology now allow index investing to access these long term themes that were previously exclusive to active managers. He will go through some of the latest thematic ETF launches in the iShares range – Automation and Robotics and Digitalisation.
The focus of this webinar will be on making the case for the long term growth potential of these themes, the index construction and ETF portfolio implementation.
Is it possible to generate financial returns at the same time as investing to support positive environmental and social outcomes?
Amanda Young will explore impact investing, and how the UN Sustainable Development Goals help measure impact. Sarah Norris, Portfolio Manager of the Global Equity Impact Fund will give a brief overview of the proposition.
For investors taking an index approach to ESG, using Best-In-Class ESG offers an opportunity to take their commitment to sustainable investing a step further.
In our thirty minute webinar you will hear from one of our ESG experts on:
• What Best-In-Class ESG is
• Why Best-In-Class ESG is darker green than screening or norms based ESG
• How you can invest in Best-In-Class
With over 25 years of responsible investing experience and $60 billion managed to sustainable strategies, Northern Trust Asset Management is helping investors around the world integrate their values with their investment goals.
*Best-in-class ESG is industry terminology referring to an investment approach that overweights companies that are leaders in implementing ESG.
Investors are taking the step from purely passive to enhanced indexing. Find out how we keep enhancing our strategy knowing our clients expect returns.Read more >
Panacea Adviser has teamed up with BrightTalk and Seneca Investment Managers for a free webcast to support and educate Financial Advisers.
You could argue that investing in unappreciated companies with quality balance sheets and benefitting from good yield and growth as the stock value returns should never be out of style.
Why though should a value approach only be applied to equity and not across a whole range of invested assets?
Value investing by its very nature should mean never buying at the top of the market and constantly researching to find the value in companies and assets that other investors may not yet see.
There are a number of equity “value” investment approaches in the market but few offering a Multi-Asset Value approach…
In this 30 minute Webinar, Stephen Hunter and Peter Elston of Seneca Investment Managers discuss why you shouldn’t restrict good thinking to just one asset class!
This in-depth, thought provoking session will be of real value to you and your firm and not one to be missed!
Join us to learn how the multi-trillion dollar demand for environmental, social and governance (ESG) investment options makes it an asset class advisors are ramping up.
We'll move swiftly, and cover the key areas of focus:
•Why? Identifying the key drivers of ESG investing
•How? Implementing ESG into a portfolio
•Bonus: How to differentiate ESG strategies
ESG, or responsible investing, has increasingly become a prevalent topic of conversation for investors, especially over the past 3 years. $21 trillion of assets are now invested in ESG or sustainable strategies globally in aggregate. Asset owners are becoming more and more aware of sustainability issues and their perception of responsibility for stewardship.
Michael Lewis is a Managing Director, Head of ESG Thematic Research for Deutsche Asset Management and is based in London. He joined the Company in 1990. Prior to his current role, Michael was Global Head of Commodities Research in the Corporate Banking & Securities division. Before this, he was a G10 FX strategist and Deputy Head of FX Research at Deutsche Morgan Grenfell. Michael began his career as a research analyst covering Global Macro & Rates research at Morgan Grenfell
Michael holds a BSc in Economics from the University of Bristol and an MSc (Econ) in Economics from London School of Economics and Political Science.
We take a fresh look at factor-based investing, examining how investors can enhance portfolio construction through a more efficient and intentional approach to sourcing potential excess returns.
Given the challenging return environment so far this year, and the outlook for more muted returns than we've seen recently, it is imperative that portfolios are constructed efficiently. That means sourcing factor returns (which our research identifies as the main driver of excess returns) more effectively. It also means consolidating exposure to only the highest conviction opportunities.
In this webinar we will explore:
- The persistence of factor returns
- Analysis and deconstruction of factor exposures in live portfolios
- Ways to construct or pivot your portfolio for better outcomes
In this webcast we will cover a detailed look at how our fixed income factor investing strategies can benefit institutional investors looking for yield without taking additional duration, credit or liquidity risk. In particular we will focus on a long/short factor-based approach to government bonds.Read more >
Investing in Growing Companies in Japan's New EconomyRead more >
Join us for our inaugural webcast as we start our series on factor-based investing for the Asia-Pacific region. Our first session will cover:
1.How investors can build and manage equity factor-based strategies that deliver the investment outcomes they want.
2.The obvious pitfalls that you can, and need to avoid.
Our featured speakers are Matthew Peron, MD, global equity, and Michael Hunstad, SVP and Director, Quantitative Research, Northern Trust Asset Management. With two decades of experience managing these strategies, our experts have seen what works and what doesn’t.
Join our experts as we explore factor-based investing and how some approaches to “Smart Beta” may be setting investors up for avoidable pitfalls.
Our Global Equity team will discuss:
•Why factor investing now?
•The importance of portfolio design
•The significance of targeting pure factor exposures
In order to help our clients understand the world of factor investing, we have launched a series of videos to inform about the who, what, when and where of factor investing. Watch the first episode of our factor investing series now.Read more >
Vicki Bakhshi introduces responsible investing, highlighting our approach and capabilities.
Responsible investing, Vicki Bakhshi, GSI
There is extensive academic research that confirms the existence of factor premiums. Much of the conversation to date has been about factor investing in equity markets. Many of the explanations that apply to equities are also relevant to corporate bonds.
We invite you to join our webcast with Patrick Houweling and Jeroen van Zundert from Robeco who will share their research findings and insights into this approach to investing in credits.
Constructing your portfolio in a disciplined way to gain exposure to Low Risk, Value, Momentum and Size factors can help to achieve better risk-adjusted returns for your portfolio, with volatility similar to the index.
· Six factors to bridge the gap between active and passive allocations
· Multiple-factor strategies – top-down versus bottom-up construction
· Which factors diversify risk and enable investors to optimize allocations to active and passive managers?
· How can asset allocators use risk budgeting to combine active, passive and factor allocations?
· How does institutional managers choice of active managers affect the factor-allocation decision?
Thematic investing is a technique of recognizing a trend – due to economic, demographic, geopolitical, regulatory or technological factors – and identifying the investment opportunities that would benefit from that trend.
It has long been a staple in institutional portfolios, but it traditionally required dedicated research teams and active management, making it prohibitively expensive to individual investors.
Now, following the demands of the new generation of investors, a growing number of ETFs are offering thematic exposure. Even further, some new fintech solutions make thematic investing easy and affordable.
We’re taking a fresh dive into factor investing, specifically examining how investors can enhance portfolio construction by a more efficient and intentional sourcing of excess returns. Our previous webinar addressed “why factors” so we wanted to shift gears into the practical “how.Read more >