Scientific Beta

Scientific Beta is organising a research-oriented masterclass for asset owners and institutional consultants on Tuesday, 4 April, 2023 from 3.30pm to 5.30pm CEST. The masterclass will examine a number of important issues that need to be considered in the field of factor investing for investment professionals and the guiding thread will be “Can one build a multi-factor strategy by only adding the “best” factors, in the sense of single factor performance?”.

Scientific Beta is organising a research-oriented masterclass for asset owners and institutional consultants on Tuesday, 4 April, 2023 from 3.30pm to 5.30pm CEST.

The masterclass will examine a number of important issues that need to be considered in the field of factor investing for investment professionals and the guiding thread will be “Can one build a multi-factor strategy by only adding the “best” factors, in the sense of single factor performance?”.

The event will be organised in three parts, each of which will include an approximate 10-minute Q&A session, hosted by Daniel Aguet, Deputy CEO & Index Director, and Felix Goltz, Research Director, at Scientific Beta:

• Building a multi-factor portfolio and preserving its intensity and its factor allocation balance
• Considering non-factor financial risks which contribute to factor risk and performance
• Considering transition risk and the consequences in terms of factor risk and performance