How Can Factor Beta Be Integrated into Portfolio Construction?
Date: Tuesday, September 26, 2023
Factors research and understanding has expanded considerably. Many institutional investors recognize Factors are the major Alpha determinants, explaining more than 75% of excess returns.
Join our panelists to discover how Factors can be integrated into portfolio construction:
- Are valuations critical considerations for Factors? Learn why some Factors tend to trade at a slight premium to the broad market, yet still generate long-term outperformance.
- Factors are cyclical, displaying different return profiles across an economic cycle. Learn how Factors can be used in different macroeconomic environments.
- Factors display consistent characteristics which may align very well to pension plan maturity and solvency.
Speakers:
Chris Heakes, CFA, M.Fin, Head, Disciplined Equity, Portfolio Manager, BMO Exchange Traded Funds
Mark Carver, Managing Director and Global Head of Equity Factor Products, MSCI
Jon Spinney, Chief Investment Officer, VP Quantitative Investing, Vestcor
Moderator:
Mark Webster, Director, Institutional & Advisory, BMO Exchange Traded Funds
For institutional clients only. The viewpoints expressed by the speakers represents their assessment of the markets at the time of publication. Those views are subject to change without notice at any time. The information provided herein does not constitute a solicitation of an offer to buy, or an offer to sell securities nor should the information be relied upon as investment advice. Past performance is no guarantee of future results. This communication is intended for informational purposes only.
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