Capital markets Investors assess the challenge of QE exit volatility

The question is whether or not this more diverse approach to smart beta, known as factor investing, will be enough to perform in a period of heightened volatility. Felix Goltz, head of applied research at EDHEC Risk Institute in Paris, says it depends on the factors. “Even in multi-factor strategies, if they include one or several factors that are defensive, you can get interest-rate exposure,” he explains.

Author(s) :

Louise Bowman

The question is whether or not this more diverse approach to smart beta, known as factor investing, will be enough to perform in a period of heightened volatility. Felix Goltz, head of applied research at EDHEC Risk Institute in Paris, says it depends on the factors. “Even in multi-factor strategies, if they include one or several factors that are defensive, you can get interest-rate exposure,” he explains.

Type : Press article
Date : le 01/08/2017
Source : Euromoney Institutional Investor PLC

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