Accepted for CFA®, CIMA®, and CFP® credit

A complimentary webinar for investment professionals

While individual factors and the indices that track them focus on specific drivers of return, they can be cyclical and may require precise market timing to maximize returns.

Join us to explore how well-constructed multi-factor strategies can influence risk, returns, and tracking error.

Topics will include:

  • Why quality, value, and momentum are often considered a potent multi-factor combination
  • How a top-down multi-factor approach may minimize tracking error with the broad market
  • How institutions and wealth managers are using index-based, systematic multi-factor approaches in their allocations

Speakers include:

  • Nick Kalivas, Head of Factor and Core Equity Product Strategy, Invesco
  • Julian Ramirez, CFA, Investment Officer and Portfolio Manager, Municipal Employees' Retirement System of Michigan
  • Rupert Watts, CFA, CAIA, Senior Director, Strategy Indices, S&P Dow Jones Indices

Featured Speakers

Julian Ramirez, Municipal Employees' Retirement System of Michigan

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Nick Kalivas, Invesco

Head of Factor and Core Equity Product Strategy

Rupert Watts, S&P Dow Jones Indices

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