FACTORS: A Tale of Two Halves
Please join MSCI for a breakfast roundtable in Frankfurt on March 21 to discuss the key drivers of factor returns and best practices on implementing factor strategies.
Jean-Maurice Ladure, Executive Director, Head of Equity Applied Research in EMEA, will discuss the behaviour of factors over recent market regimes and how these findings may inform factor allocations in the future. The roundtable also will review drivers of factor returns using risk models from MSCI.
- Review of recent factor performance
- X-ray on factor indexes: transparency through Barra risk models
- Factor indexes for top-down macro allocations
- Capturing the value factor
Mar 21, 2017
Time8:30 a.m. - 10:30 a.m.
(8:30 a.m. registration, 9:00 a.m. presentation)
An der Welle 5
D-60322 Frankfurt am Main
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Executive Director and Head of Equity Applied Research, EMEA | MSCIRead Bio »