How to take the interaction between factors into account in a multi-smart factor index allocation framework?

Wed, Apr 12, 2017 2:01 PM EDT{LOCAL_TZ}

The webinar will be the occasion to present new research on factor exposure control and bottom-up versus top-down approaches.

The main points addressed are the following:

  • Considering cross-sectional negatives of single factor indices, seeking maximum exposure to rewarded factors, portfolio concentration versus diversification; what are the issues behind the bottom-up versus top-down debate?
  • From beta to stock picking: do stock factor champions exist?
  • What are the limits of bottom-up approaches?
  • Can we reconcile the top-down approach and consideration of cross-sectional negatives of single smart factor indices combinations?
  • What method can be used to maximise the benefits of factor investing?

The webinar will also be the occasion to discuss the benefits that institutional investors can expect from dynamically allocating to smart factor indices, with a focus on efficiently reacting to changes in market conditions.


Eric Shirbini, PhD
Global Research
and Investment Solutions Director
ERI Scientific Beta

Sponsored by:

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