November 9, 2018

The CAIA Virtual Chapter, in partnership with AlphaCore Capital and BNP Paribas held an educational event on Factor Investing last month. Factor investing has grown exponentially over the past 5 years. But while investors seem to agree that factor investing is a smarter way to invest, aspects of factor investing still need to be flushed out:

• How should we construct factors?
• How do factors fit into traditional “style boxes”?
• What factors exist beyond traditional equity factors?
• Can factors replace categories? (see our most recent whitepaper in AIAR here)

Charles Alvarez, CAIA, Associate Director of Financial Research, CAIA Association
Jonathan Belanger, Director of Research, AlphaCore Capital
Yannick Daniel, Managing Director, Head of Multi-Asset and Risk Premia Solutions, BNP Paribas CIB