Investors interested in reaping the benefits of factor-based investing in their portfolios have long believed the ultimate question to be, “Which factor should I choose?” Our most recent research shows, however, that investors would be better served to ask, “When should I favour each factor?” Our research also suggests that your investment horizon, rather than the timing of incorporating factor based strategies, is key to meeting your objectives.
RecordedJun 24 201565 mins
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Matthew Peron, Global Head of Equity, and Michael Hunstad, PhD, Director of Quantitative Research at Northern Trust Asset Man
We’ve explored the most prevalent strategies being used by the world's largest asset owners in Part 1, but now we want to dive into implementation. In this next installment of our webinar series (overview below) we will take a deep dive into how to implement various factor-based strategies based on various objective types.
The Factor Research Quarterly webinar series is designed to share our most recent insights into the state of equity factors around current market events and trends. This webinar will help you think strategically about your portfolio's factor exposure and will cover:
• A 2017 outlook through a factor lens
• Uncovering the link between monetary policy and factor returns
• Current factor valuations and forecasts
Register now to get an inside look at how our top factor experts are viewing the key issues in the global market.
• Michael Hunstad, Ph.D.,Director of Quantitative Research
• Matt Peron, Head of Global Equity
Dan Kutliroff, Senior Retirement Solutions Specialist; Paul Smith, Senior Client Investment Officer
Please join us for our quarterly retirement webinar where we will focus this quarters topic around taking a look at the post-election landscape, and what that means for pension plans, and how you can use diversification creatively to meet varying objectives.
Our webcast will focus on three key areas:
1.Market Update – post election outlook for pensions
2.Portfolio Strategy – leveraging diversification in a return-seeking and liability hedging construct
3.Case Study – constructing a risk-managed growth portfolio to meet plan objectives
We have favored U.S. equities over the past few years, while maintaining a more modest, strategic allocation to non-U.S. equities. Our head of global equity, Matt Peron, shares our updated analysis on the market.
Matt Peron, Global Head of Equity, Northern Trust; and Mike Hunstad, Head of Quantitative Research, Northern Trust
In this installment of our webinar series we take another step beyond theory into the practical “how to” of factor investing. We will take a deep dive into the comprehensive multi-factor programs that were designed to meet specific and complex objectives.
There could be double-digit earnings growth with proposed corporate tax cuts and a recovery in energy. The stock market might follow suit. Is there a new regime in equities and is your portfolio ready?
Carl Tannenbaum - Chief Economist; Jim McDonald - Chief Investment Strategist
Join Northern Trust investment experts who will discuss their perspectives on the state of the financial markets, potential timing of a Federal Reserve interest rate move and the implications for institutional investors.
In this webinar you'll hear from:
Carl Tannenbaum - Chief Economist
Jim McDonald - Chief Investment Strategist
Stephen Cousins, CFA - Director of Relationship Management, Institutional Group will host this webinar and lead the Q&A using viewer submitted questions.
Matt Peron, Michael Hunstad, Ph.D., Mark C. Sodergren, CFA
The Factor Research Quarterly webinar series is designed to share our most recent insights into the state of equity factors around current market events and trends. This quarter will focus around:
-U.S. Election: volatility & performance
-Real factor exposure: is it about sectors?
-Factor valuations and forecasts
-Up next: measuring monetary policy error
Whether it’s referred to as smart beta, factor-tilts, systematic alpha, or Northern Trust Asset Management's own Engineered Equity; factor-based investing is the new paradigm in equity investing and an essential topic for sophisticated investors globally.
The second of our Factor-based Investing series will see us taking a fresh look at how Asian investors can enhance portfolio construction by a more efficient and intentional sourcing of excess returns. Our first webcast addressed “why factors”, this time we'll focus on the practical “how".
Matt Peron, Head of Global Eqty; Michael Hunstad, PhD, Head of Quant. Research & Sabrina Bailey Head of Retirement Solutions
This webinar will provide investors with a framework for understanding true factor exposure and, how to approach portfolio construction differently to capture the intended exposures necessary to achieve your objectives.
Key topics include:
• The importance of execution – critical characteristics every asset owner should be aware of
• A new way to measure factor efficiency – determining your true factor exposure
• Portfolio construction 2.0 – looking at your portfolio through a different lens
• Case studies – practical applications from leading institutional investors
Northern Trust delivers investment solutions to institutional and high net worth investors around the globe. Asset Management at Northern Trust begins with listening - in order to develop thoughtful solutions to your unique investment objectives.