Factor Investing and Active Management

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Presented by

Hitendra Varsani, Executive Director, Applied Equity Research, MSCI; Brendan Maton, IPE

About this talk

· Six factors to bridge the gap between active and passive allocations · Multiple-factor strategies – top-down versus bottom-up construction · Which factors diversify risk and enable investors to optimize allocations to active and passive managers? · How can asset allocators use risk budgeting to combine active, passive and factor allocations? · How does institutional managers choice of active managers affect the factor-allocation decision?
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