MSCI in Practice: Powering Factor Based Asset Allocation through Stress Testing

We are pleased to continue our MSCI in Practice series to bring you actionable insight to help build better portfolios. On March 24, 2021, we present: Powering Factor Based Asset Allocation through Stress Testing.

Recent inflationary concerns are causing market participants to reevaluate their asset allocation and portfolio positioning.
 
Please join us for this session highlighting how forward-looking stress testing combined with a Multi-Asset Class factor model can be used to drive factor based asset allocation and portfolio construction. We will evaluate the potential inflation implications on a Multi-Asset Class portfolio and tools to diagnose and hedge drivers of possible losses. 

Agenda topics

• Asset allocation tools and strategies to immunize portfolios
• Overview of potential inflation market scenarios and impact on factor returns
• Review the drivers of profit and loss through the lens of factors
• Introduce a portfolio construction approach linking capital allocations to factor allocations

Please click here to view the on demand recording.