Scientific Beta

Olivier Rousseau, Executive Director at FRR, shares his views as an investor following "The Limitations of In-Sample Factor Optimisation: the Case of Multi-Criteria Factor Construction" session at the Scientific Beta Days Europe 2023 conference.

Olivier Rousseau, Executive Director at Fonds de Réserve pour les Retraites (FRR), shares his views as an investor after his participation as a discussant at the session entitled "The Limitations of In-Sample Factor Optimisation: the Case of Multi-Criteria Factor Construction" at the Scientific Beta Days Europe 2023 conference in Amsterdam, notably on the importance of parsimony and science-based research.