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3Q Factor Research Quarterly

The Factor Research Quarterly webinar series is designed to share our most recent insights into the state of equity factors around current market events and trends. This quarter will focus around:

-U.S. Election: volatility & performance
-Real factor exposure: is it about sectors?
-Factor valuations and forecasts
-Up next: measuring monetary policy error

Whether it’s referred to as smart beta, factor-tilts, systematic alpha, or Northern Trust Asset Management's own Engineered Equity; factor-based investing is the new paradigm in equity investing and an essential topic for sophisticated investors globally.
Recorded Nov 15 2016 29 mins
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Presented by
Matt Peron, Michael Hunstad, Ph.D., Mark C. Sodergren, CFA
Presentation preview: 3Q Factor Research Quarterly

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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: 3Q Factor Research Quarterly
  • Live at: Nov 15 2016 3:30 pm
  • Presented by: Matt Peron, Michael Hunstad, Ph.D., Mark C. Sodergren, CFA
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