Decoding risk and return using portfolio analytics

While asset selection is an important determinant of portfolio risk and returns, allocation decisions have traditionally been made on an ad-hoc basis. More recently, institutional investors have adopted risk budgeting across asset classes to recognize the underlying drivers of risk and return - factors. By systematically incorporating factors into the investment process and diligently managing associated risks, investors can seek to maximize alpha and achieve better risk-adjusted returns. 

 

Join this webinar where MSCI, EDS and Broad Bay Capital Management experts discuss how investors use factor-based analysis to precisely apportion the risk and performance to stock selection vs. other factors and create a differentiated portfolio. They will also share how investors are using our factor models to preserve and maximize their unique source of alpha while minimizing risk.