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Factor Tilts: Compensated Risk Factors

Although their efficacy conflicts with modern financial theory, style factor tilts have generally outperformed the market over time. But what drives this outperformance, and is it consistent over time?

Northern Trust investment experts discuss:
• Origin of factor tilts
• Historical track record of these strategies
• Theoretical justification for their effectiveness
Recorded May 28 2015 38 mins
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Presented by
Meggan Friedman & Ben Goetsch, Northern Trust Investment Strategists
Presentation preview: Factor Tilts: Compensated Risk Factors

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Northern Trust Asset Management is part of the Northern Trust family – one of the world’s leading asset management firms. We are committed to helping financial professionals deliver quality investment products and solutions to their clients.

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  • Title: Factor Tilts: Compensated Risk Factors
  • Live at: May 28 2015 1:55 pm
  • Presented by: Meggan Friedman & Ben Goetsch, Northern Trust Investment Strategists
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