Focusing Factors on Inflation

Podcast
10 min listen
October 8, 2020
In this episode

We speak with Hitendra Varsani about his analysis of factor performance in Q3, including where the model was pointing as the quarter ended, as well as his latest research on factors and inflation.

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Factors in Focus: Impact of Inflation on Style Factors

As we enter the final quarter of 2020, MSCI's adaptive multi-factor model pointed to an overweight of low size, value and momentum and an underweight of quality, low volatility and yield.

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