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A deeper dive into factors and factor combination investing: what, why and how?

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What? Factor-investing, or factor-based equity allocations, are entering the mainstream of the investment conversation. But investors are faced with ‘noise’ in the smart beta arena, including uncertainty around how smart beta can solve investment problems, and the differences between ‘smart beta’ and ‘factor’ indices that have exploded onto the scene. So where do they begin?

Why? If investors have a desire to tilt portfolios towards strategies that can potentially both tolerate market volatility and generate long-term positive returns, exploring how factor-based equity allocations can help achieve these investment objectives is a good place to start.

How? Practical implementation of exposures to these factors raises a new set of questions such as how to efficiently capture the desired factor exposure(s) while being mindful of turnover and capacity, and how to maintain a well-diversified portfolio.

This Russell Indexes’ webcast seeks to guide investors through these complexities. We will illustrate how we’ve cut through the noise to focus on what our research has shown to be the most important and complementary factors for portfolio construction: low volatility, value, quality and momentum. We will also provide examples of how factor combination portfolios can align with investor beliefs, preferences, and constraints.
Recorded Nov 18 2014 69 mins
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Presented by
Tom Goodwin, Senior Research Director and Guillermo Cano Senior Product Manager, Russell Indexes
Presentation preview: A deeper dive into factors and factor combination investing: what, why and how?

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  • Channel
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    - Moderator: Martin Hurst, IPE

    Eugene Dimitriou:

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    Patrick Liedtke:

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    Prior to joining BlackRock in 2012, Patrick was the Secretary General and Managing Director of The Geneva Association, a position he held starting in January 2001.


    Ravi Rastogi:

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  • Can we lower portfolio volatility without eroding equity return expectations? Recorded: Jun 22 2017 72 mins
    George Matthews, Managing Director & Senior Portfolio Specialist, Analytic Investors; Brendan Maton, IPE
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  • Mastering your currency risk management Recorded: May 16 2017 59 mins
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    Our currency experts can help you find the right balance between risk and return, guide you on how to establish a robust currency management programme and how to manage related costs in an efficient manner.

    At HSBC, we can help you address these challenges with an innovative and tailored approach to outsourcing currency hedging activities. This allows financial institutions, both asset managers and institutional investors, to focus on core investment activities.

    It is time to re-think your currency management strategy. Find out more - http://www.gbm.hsbc.com/solutions/markets/fx-currency-management

    Presented by:
    - Marc Tuehl, Global Head of FX Overlay
    - Nobby Clark, Managing Director - Client Solutions Group
    - Nic Jones, Director, FX Fund Solution Sales

    Moderator:
    - Brendan Maton, IPE
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This webcast channel is for pension funds and other institutional investment professionals in Europe, the USA and Asia. It is particularly relevant for pension fund executives, trustees, consultants and investment managers. IPE will be bringing its community live interviews with leading figures in the market, hosting roundtable discussions on specific topics such as asset allocation and also sharing latest thought-leadership from investment experts.

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  • Title: A deeper dive into factors and factor combination investing: what, why and how?
  • Live at: Nov 18 2014 2:30 pm
  • Presented by: Tom Goodwin, Senior Research Director and Guillermo Cano Senior Product Manager, Russell Indexes
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