Dynamic allocation and factor investing

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Presented by

Felix Goltz, Head of Applied Research at EDHEC-Risk Institute, and Director of Research at ERI Scientific Beta

About this talk

In this webinar, we will explore whether dynamic factor allocation can create value for investors. We will examine whether factor-based tactical allocation approaches are easy to implement and see how to account for cyclicality and conditionality of betas and premia in the context of factor investing solutions. We will present a case study of dynamic market beta adjustment and dynamic premia diversification of solutions to improve the conditionality of the performance of multi-factor strategies. Presented by: - Felix Goltz, Head of Applied Research at EDHEC-Risk Institute, and Director of Research at ERI Scientific Beta - 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.