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2Q Factor Research Quarterly Webinar

The Factor Research Quarterly webinar series is designed to share our most recent insights into the current state of equity factors. Whether it’s referred to as smart beta, factor premiums, systematic alpha, or Northern Trust’s own Engineered Equity; factor-based investing is the new paradigm in equity investing and an essential topic for sophisticated investors.

In this webinar you'll hear from:

Mark C. Sodergren, CFA, Senior Portfolio Manager, Quantitative Equity;
Michael Hunstad, Ph.D., Director, Quantitative Research
Recorded Aug 9 2016 31 mins
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Presented by
Mark C. Sodergren, CFA - Sr. Portfolio Manager, Quantitative Equity; Michael Hunstad, Ph.D. - Director, Quantitative Research
Presentation preview: 2Q Factor Research Quarterly Webinar

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Helping financial professionals deliver quality investment solutions
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: 2Q Factor Research Quarterly Webinar
  • Live at: Aug 9 2016 2:30 pm
  • Presented by: Mark C. Sodergren, CFA - Sr. Portfolio Manager, Quantitative Equity; Michael Hunstad, Ph.D. - Director, Quantitative Research
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