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