Henrique Schneider, Chief Economist at SGV, elaborates on the key foundations of factor investing discussed at the Scientific Beta Days Europe 2023 conference

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.