FACTORS: A Tale of Two Halves
Please join MSCI for a breakfast roundtable in London on April 26 to discuss the key drivers of factor returns and best practices on implementing factor strategies.
Hitendra Varsani, Executive Director, Applied Equity Research, 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
Apr 26, 2017
Time8:30 a.m. - 10:30 a.m.
(8:30 a.m. registration, 9:00 a.m. presentation)
Allen & Overy LLP
One Bishops Square
London E1 6AD
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Executive Director, Applied Equity Research | MSCIRead Bio »