RECHERCHE ET PUBLICATIONS

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.

Mentionné(e)(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 : Article de presse
Date : le 01/08/2017
Source : Euromoney Institutional Investor PLC

A voir également

Premier référentiel de compétences pour le Compliance office
Actualités
- 02-12-2021
Le Cercle de la compliance, en partenariat avec l'EDHEC Augmented Law Institute, publie...
Actualités
- 01-12-2021
Dans le cadre de son partenariat avec Legal Suite, filiale du Groupe Septeo, EDHEC...
Inauguration du Campus Jean Arnault : cap sur l’entrepreneuriat et la transmission !
Actualités
- 01-12-2021
Vendredi 9 juillet, Bernard Arnault, PDG de LVMH, Brigitte Macron, Présidente de l’...
L’EDHEC confirme son positionnement dans le TOP 4 des Grandes Ecoles en France, selon l’Etudiant 2022
Actualités
- 01-12-2021
4e Grande Ecole française selon le classement 2022 de l’Etudiant, l’EDHEC Business...