The Case for a Long/Short Multi-Factor Strategy

Wed, Jan 24, 2018 2:03 PM EST{LOCAL_TZ}

In this webinar, we are going to present new research on how to harvest factor premia without suffering from market volatility. This integrated approach breaks with the traditional practices of L/S factor investing, which are often based on poor risk management practices. It also enables investors to leverage the performance offered by this kind of strategy in the most efficient way possible.
  • The limitations of traditional L/S approaches in smart beta and factor investing
  • Robust market estimation of beta and improvement of the market neutrality of L/S strategies
  • Risk management as a source of performance


Eric Shirbini 
Global Research and Investment Solutions Directors 
ERI Scientific Beta

Sponsored by:

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