Scientific Beta

Henrique Schneider, Chief Economist at SGV, shares his conclusions on the key foundations of factor investing, notably the importance of sound economic theory and strong empirical research as a basis for robust factors and good diversification of unrewarded risks.

Henrique Schneider, Chief Economist at SGV, a discussant at the "Fake Factors are Everywhere" session of the Scientific Beta Days Europe conference held in Amsterdam on 14-15 November, 2023, shares his conclusions on the key foundations of factor investing. Henrique notably addresses the importance of sound economic theory and strong empirical research as a basis for robust factors and good diversification of unrewarded risks.