MSCI Insights Seminar, Frankfurt

DELIVERING THE LATEST IN FACTOR INVESTING THROUGH RESEARCH AND ANALYTICS

The rise in Factor Investing is transforming the way investors construct and manage portfolios. Advances in technology and our obsession with data allow us to stay at the cutting edge and push the capabilities and applications of Factor Investing. Join us at the MSCI Insights Seminar where you will hear our latest research on factor investing and learn how to put factors to work in your portfolio. In this seminar, we will explore how MSCI’s indexes, research and analytics can provide insights into market trends and best practices for implementation.

Agenda topics include: 

  • How Can Active Managers Use Factors In Their Process?
    In this session we examine how discretionary managers could enhance their strategies by incorporating factor information. We present results from a forthcoming research paper that confirm that adding factors to active portfolios through reweighting of portfolio holdings led to improved performance historically, across all levels of manager skill. Crucially, portfolio characteristics and the managers’ stock selection contribution remained largely unchanged after the integration of factor information. We discuss some of the practical implementation challenges of integrating factors into an active portfolio. This session includes a case study focusing on ESG.
     
  • Exploring Adaptive Multi-Factor Allocation – An increasing number of institutional investors are adopting multi-factor strategies to tap into additional sources of returns, manage risk and/or enhance income. Now that factors have become mainstream building blocks for portfolio construction, investors who are sensitive to valuations or changing macro conditions may prefer to adapt their allocations to be more consistent with their strategic or tactical asset allocation process. We present a four pillared approach to dynamic adaptive allocations based on macro, valuations, momentum, and market sentiment. We apply our adaptive multi-factor framework to compare and contrast top-down and bottom-up portfolio construction.
     
  • Multi-Asset Class Factor Investing – Factor investing is transforming both asset allocation and asset management. As investors are increasingly focused on outcome oriented investment programs we see an increase in active allocation across asset classes. By breaking security returns down into their basic elements, factors allow investors to create more precise allocations of risk capital and to better understand their exposures. Traditionally factor investing focused only on equities, but recent innovations have broadened the factor investing domain to include bonds, commodities, FX and volatility. We show how using the right factors in a multi-tiered structure can provide insight for strategic asset allocation, portfolio management, and risk analysis in multi-asset class portfolios.

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Nov 13, 2018

|Frankfurt


Time

9:00 a.m. - 2:00 p.m.

Registration from 9:00 a.m.
Presentations from 9:30 a.m. – 12:20 p.m.
Networking Lunch 12:20 p.m.

Location

Jumeirah Frankfurt
Thurn-und-Taxis-Platz 2,
60313 Frankfurt am Main
Germany
Map and Directions


Agenda

Tuesday, 13 November, 2018
TIME DETAILS
9:00 a.m. REGISTRATION AND BREAKFAST
9:30 a.m. WELCOME REMARKS AND FACS INTRODUCTION
Marc HaedeExecutive DirectorMSCI
9:45 a.m.

HOW CAN ACTIVE MANAGERS USE FACTORS IN THEIR PROCESS?
Zoltan Nagy, Vice President, MSCI

10:25 a.m.

EXPLORING ADAPTIVE MULTI-FACTOR ALLOCATION
Hitendra VarsaniExecutive Director, MSCI

11:00 a.m. REFRESHMENT BREAK
11:30 a.m. MULTI-ASSET CLASS FACTOR INVESTING
Jay DermodyExecutive DirectorMSCI
12:10 p.m. CLOSING REMARKS AND NETWORKING LUNCH
Marc Haede, Executive Director, MSCI
12:20 p.m NETWORKING LUNCH 

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Event Speakers

Jay Dermody

Executive Director | MSCI

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Marc Haede

Executive Director | MSCI

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Zoltan Nagy

Zoltan Nagy, Vice President | MSCI

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Hitendra Varsani

Executive Director | MSCI

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