April 19 ·
Recent years have seen remarkable advancements in factor investing. Investors have incorporated risk premia factors across all asset classes into their portfolios. Better understanding of their properties and their risk characteristics has facilitated the construction of risk-efficient multi-factor portfolios and has enabled informed tactical management. Factor investing has become a powerful tool for capturing additional sources of returns in a low-cost manner. Institutional investors attending the Innovations in Factor Investing breakfast briefing will hear from researchers, consultants, and peers on the best way to apply new research in factor investing to enhance returns and lower costs while mitigating risk.