Innovation in Factors and portfolio construction in current market environment

2023 started the year with slower global economic growth, softening inflation and greater opportunities as investors position for a new regime. In this event, Oleg Ruban, Executive Director, APAC Head of Equity Solutions Research, will share insights on how investors can position for a new regime in markets and at the same time explore avenues of integrating sustainability considerations in their portfolios to address modern challenges with factors like Sustainability, Crowding and Machine Learning.

In response to new market drivers, we will discuss how MSCI's Next Generation suite of equity risk factor models can help build resilient portfolios by understanding and managing the sources of risk and return and are complemented by enhanced risk-forecasting features to help investors adapt to changing market dynamics. We round off the event with a networking session filled with cocktails and canapés.

Agenda topics

• Innovation in Crowding, Sustainability and Machine Learning factors
• Overview of advanced techniques such as adaptive covariance and peer similarity scores
• Application of these factor models in portfolio construction and risk management
• How portfolio and risk managers can access these models