Targeting Macroeconomic Exposures in Equity Portfolios

Presented by

Felix Goltz, PhD, Research Director, Scientific Beta | Mikheil Esakia, Quantitative Research Analyst, Scientific Beta

About this talk

– A Firm-Level Measurement Approach for Out-of-Sample Robustness – Investors may be interested in harvesting the equity premium while benefiting from rising or falling interest rates or from rising or falling inflation for example. While such targeted exposures are attractive for investors, a major challenge in designing such equity portfolios is the reliable measurement of exposures to macroeconomic risks. This webinar will present a method of targeting exposures to macroeconomic risks in equity investing using firm-level measures of exposures that improve robustness when compared with standard estimation approaches. Topics covered include: • How to Reliably Measure Macro Exposures • Assessing Reliability of Macro Exposures Estimates • Designing Equity Portfolios from Stock-Level Measures of Macro Exposures Please contact Scientific Beta if you would like to receive the slides and related research publication - email webinar@scientificbeta.com

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