Factor Investing Webinar
Frank Fabozzi主持了一场与四位量化投资专家的讨论，涵盖因子投资方法、价值因子有效性、ESG作为因子、因子与信号区别、因子时机、组合构建、挑战及机器学习等前沿研究。
In this webinar, Frank Fabozzi moderated a discussion with four prominent quantitative investment professionals. The experts were asked about their approaches to factor investing, the characteristics they look for in a factor, and which factors they believed in and why. The webinar covered topics such as the viability of value as a factor over the past decade, the role of ESG as a factor, and the possibility of discovering new factors. The difference between factors and signals was discussed, along with the potential for factor timing. The panelists also examined how to incorporate factors into portfolios, identified the biggest challenges facing factor investing, and shared the main findings from research on factor portfolio construction. They also discussed the most promising areas of research in the field, including Machine Learning and the application of factors to private markets. Additionally, the discrepancy between the use of factors in equities versus fixed income was discussed. Overall, the webinar provided a comprehensive overview of the challenges and opportunities associated with factor investing.