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
Video - Client Only »