Factor-based investing: Fixing a broken portfolio

Presented by

MIchael Hunstad and Andrew Knell, Northern Trust; Moderator Brendan Maton, IPE

About this talk

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

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