Long-Term Factor Investing - Are you getting what you asked for?
The market is awash with factor-based investing methodologies and solutions - but are you really getting the factor exposure you desire in your portfolio?
While recent market volatility has brought attention to this issue investors should take a long-term view and develop a framework that is not overly influenced by short-term market noise.
From understanding individual factors and their performance cycles through selecting specific strategies, strategically implementing a factor based approach can be a daunting task. Furthermore given the disparity of returns from seemingly similar 'Smart Beta' strategies, the complexity increases dramatically.
Let us guide you through the white noise of factor investing and provide you with insights on a number factor based topics that we’ve recently investigated.
RecordedSep 30 201567 mins
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Michael Hunstad, Ph.D. - Head of Quantitative Strategies
U.S. small cap stocks have been showing strong performance. Head of Quantitative Strategies Michael Hunstad explores what is driving the returns, and if it is signaling the resurgence of the small size premium.
Michael Hunstad, PhD, Head, Quantitative Strategies, and Jordan Dekhayser, CFA, Equity Strategist, Northern Trust
Northern Trust Asset Management’s quantitative research group has performed comprehensive analysis on 300+ institutional portfolios, and they often find the same problem: dilution of material equity exposure is causing portfolios to underperform. In this session, we will take a deep dive into the root cause of common dilution outcomes at the portfolio and strategy level, and what you can do to fix it.
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*Represents total assets managed by the subsidiaries of the Northern Trust Corporation as of December 31, 2017