Channel: Factor & Smart Beta

White Paper

The Factor Lens: Understanding the drivers of asset returns

How factor-based approaches are changing our industry in ways investors cannot ignore
What factors are observable across asset classes and how do we implement them in smart beta products?
Why now? Valuations, volatility and the need for diversification
Multi-asset portfolios, enhanced factor investing and the future of factors

George Eustice

Head of Capital Markets

Lorem Asset Management

White Paper

The Factor Lens: Understanding the drivers of asset returns

How factor-based approaches are changing our industry in ways investors cannot ignore
What factors are observable across asset classes and how do we implement them in smart beta products?
Why now? Valuations, volatility and the need for diversification
Multi-asset portfolios, enhanced factor investing and the future of factors

Fireside Chat

Reinventing the Traditional 60:40 Portfolio with Factor ETFs

Capitalising on an expanding opportunity set
Constructing robust portfolios to fully harness the potential benefits of factor investing
Techniques to incorporate factor investing into multi-asset portfolio construction
Maximising portfolio transparency and diversification

Dominic Raab

Deputy CEO

Ipsum Lorem Capital

Natalie Evans

VP, Portfolio Management

Ipsum Lorem Capital

Fireside Chat

Reinventing the Traditional 60:40 Portfolio with Factor ETFs

Capitalising on an expanding opportunity set
Constructing robust portfolios to fully harness the potential benefits of factor investing
Techniques to incorporate factor investing into multi-asset portfolio construction
Maximising portfolio transparency and diversification

Panel Discussion

Changes in Beliefs, Crowding and Risk Premia Performance

Why Timing Risk Premia Makes Sense

Timing or tilting risk premia – Is it possible?
Trend-following as a portfolio ‘risk mitigation strategy’
Explanations for the deterioration in trend-following performance
Practical timing/tilting mechanisms and multi-strategy combinations

Simon Hart

VP, Risk Analyst

Lorem Capital Management

Grant Shapps

Product Engineer

Lorem Capital Management

Alok Sharma

Partner & Portfolio Manager

Lorem Capital Management

Panel Discussion

Changes in Beliefs, Crowding and Risk Premia Performance

Why Timing Risk Premia Makes Sense

Timing or tilting risk premia – Is it possible?
Trend-following as a portfolio ‘risk mitigation strategy’
Explanations for the deterioration in trend-following performance
Practical timing/tilting mechanisms and multi-strategy combinations

Presentation

Achieving Efficient Multifactor Exposures

Factor investing across global markets

Equity factors and the motivations for implementing factor exposures in portfolios
Multifactor exposures versus single factors - efficient ways to combine factors
Enhancing portfolio risk/return characteristics with multifactor ETFs
Incorporating ESG into multifactor strategies

Gavin Williamson

Investment Analyst

Ipsum Global Advisors

Presentation

Achieving Efficient Multifactor Exposures

Factor investing across global markets

Equity factors and the motivations for implementing factor exposures in portfolios
Multifactor exposures versus single factors - efficient ways to combine factors
Enhancing portfolio risk/return characteristics with multifactor ETFs
Incorporating ESG into multifactor strategies

White Paper

Smart beta & smart sustainability

Integrating ESG into factor strategies

Incorporating climate factors into a global factor framework
Interaction of global style factors and climate factors
Portfolio construction process
Implications for the risk-adjusted performance

Robert Jenrick

Quantitative Analyst

Ipsum Lorem Capital

White Paper

Smart beta & smart sustainability

Integrating ESG into factor strategies

Incorporating climate factors into a global factor framework
Interaction of global style factors and climate factors
Portfolio construction process
Implications for the risk-adjusted performance