Harnessing The Power Of Factors
Dimitris Melas, Managing Director and Global Head of Equity Research at MSCI, looks at factors through the lens of MSCI’s equity factor indexes and Barra equity factor models and shows how factor investing can be used to achieve a wide range of investment objectives.
Factor investing is having a profound effect on long-term portfolio management. Factors such as value, momentum, volatility and quality are used widely in both quantitative models and in active investment strategies.
- Why factors matter for many different types of investors?
- How are factors captured in modern equity factor models?
- How can active managers use factors in managing portfolios?
- How can asset owners integrate factors in their asset allocation?
Jun 29, 2016
Time09:30 a.m. (EDT) New York
2:30 p.m. (BST) London
3.30 p.m. (CEST) Paris
5.30 p.m. (GST) Dubai
9.30 p.m. (HKT) Hong Kong
10.30 p.m (JST) Tokyo
11.30 p.m. (AEST) Sydney
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