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Understanding
Factor Investing
Webinar Series

Vitali Kalesnik, PhD

Director of Research for Europe

Joe Steidl, CFA, FRM

Senior Vice President, Europe

Welcome to our 5-part webinar series on Factor Investing!

 

In these webinars, we will discuss the key elements investors should consider before investing in factor strategies.

 

Replay videos will be available on this page after each event.

 

Scroll down to view videos

Part 1:
What Matters in Multi-Factor Investing?

In this webinar, we propose a framework that emphasizes the following elements: 1) exposure to robust factors, 2) implementation costs, 3) management costs, and 4) transparency. The webinar also explores the robustness of specific factors and the potential problems confronting investors.

Part 1:
What Matters in Multi-Factor Investing?

In this webinar, we propose a framework that emphasizes the following elements: 1) exposure to robust factors, 2) implementation costs, 3) management costs, and 4) transparency. The webinar also explores the robustness of specific factors and the potential problems confronting investors.

Part 2:
Ignored Risks of Factor Investing

Factors have risks, and ignoring these risks can leave investors underprepared for the investment journey. By investing in multiple factors, diversification can mitigate the risks of individual factors, reducing a portfolio’s overall risk—but far from all of it.

Part 2:
Ignored Risks of Factor Investing

Factors have risks, and ignoring these risks can leave investors underprepared for the investment journey. By investing in multiple factors, diversification can mitigate the risks of individual factors, reducing a portfolio’s overall risk—but far from all of it.

Download slides

Part 3:
Multi-Factor Design, Part 1—Mixing vs. Integrating

We compare the two most popular multi-factor strategy construction methods of mixing and integrating, and recommend when each of the two strategies is the more suitable for an investor’s needs.

Part 3:
Multi-Factor Design, Part 1—Mixing vs. Integrating

We compare the two most popular multi-factor strategy construction methods of mixing and integrating, and recommend when each of the two strategies is the more suitable for an investor’s needs.

Download slides

Part 4:
Multi-Factor Design, Part 2—Keep a Handle on Trading Costs

 

Poor index design can lead to high trading costs for investors. Thoughtful implementation can mitigate these costs by using weighting schemes that promote liquidity, employing turnover-control mechanisms, and applying staggered rebalancing.

Part 4:
Multi-Factor Design, Part 2—Keep a Handle on Trading Costs

 

Poor index design can lead to high trading costs for investors. Thoughtful implementation can mitigate these costs by using weighting schemes that promote liquidity, employing turnover-control mechanisms, and applying staggered rebalancing.

Download slides