How to improve your strategic risk-return profile with Factor-based ALM
10 am CET
The asset management industry is being transformed around factor-based investing. Much like the allocation to stocks and bonds is determined by a strategic view on the equity risk premium, the allocation to major style factors such as value and momentum should also be driven by a strategic view on factor risk premiums. This strategic view contrasts with an often-followed approach where factor-based investing is seen as a tactical decision within asset classes. Moreover, the strategic factor allocation should be analysed and optimized in the light of investor specific objectives, including liabilities and investment horizon.
Join Hens Steehouwer (Head of Research at Ortec Finance) to learn about our unique factor-based ALM solution. The solution was developed in close cooperation with Professors Jules van Binsbergen (Wharton School University of Pennsylvania) and Ralph Koijen (NYU Stern School of Business).
This webinar provides a unique opportunity to learn how to obtain insights in:
- Current exposures to leading factors, both within and across asset classes
- Optimal strategic factor exposures in the light of investor specific objectives
- The resulting improvement of the strategic risk-return profile
About the speaker:
Hens Steehouwer is Head of Research at Ortec Finance and holds a PhD from the Free University of Amsterdam. His research laid the foundation for the latest version of the Ortec Finance scenario models. Hens is affiliated with the Econometric Institute of the Erasmus University Rotterdam.