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Factor Investing - Risk Hedging and Factor Tilting with MSCI Market Neutral Barra Factor Indices

Factors have long been recognized as key drivers of market performance, and today, factor-based investing is a growing trend among a number of institutional investors. The recently launched MSCI Market Neutral Barra Factor Indices target a high level of exposure to a single Barra style factor such as momentum or volatility, with low exposures to all other factors: country, industry and other style factors. In this webinar, we will illustrate a few use cases such as hedging and overlay by utilizing the MSCI Market Neutral Barra Factor Indices.

  • Characteristics of factor portfolio
  • Use case 1: Momentum overlay
  • Use case 2: Hedging volatility factor risk

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