Tuesday, 22 July 2014
Last updated 8 hours ago
From Theory to Practice:
Building a Portfolio of Risk Premia
October 17, 2013 | London
The risk/reward paradigm is well known. Research has found exposure to risk factors (or risk premia) generates positive gross excess returns. These risk factors include value, momentum, low size (or small cap) and low volatility stocks. Now, investors focus on the practical question of how to effectively implement exposure to these factors.
With a presentation by Dimitris Melas, MSCI Global Head of New Product Research, the evening's discussion will include:
Join us for an enlightening and in-depth review of these timely issues.
Jul 8 2014 | 10:48am ET
The surge in derivatives regulation is among the most complex challenges facing the financial services industry today. Northern Trust’s Joshua Satten recently spoke with FINalternatives to share insights into the challenges presented by new regulation and explore how the industry is responding. Read more…