Can Factor-Based Strategies Help Mitigate Volatility?
Factor investing can make it possible to target specific market attributes, which may help mitigate risk, particularly in unsteady markets. In this upcoming webcast, S&P Dow Jones Indices and VettaFi will explore the role that factors can play in helping clients diversify, navigate through volatility, mitigate concentration risk, and more.
Topics will include:
- Using passive factor strategies to help mitigate risk during volatile periods and move nimbly across market cycles
- Key findings from the latest Invesco Global Factor Study focused on factor use in volatile markets
- How financial professionals can implement quality, low volatility, and equal weight strategies
Accepted for one hour of CFP/CIMA CE credit for live and on-demand attendees
CFA Institute members are encouraged to self-document their continuing professional development activities in their online CE tracker.
Craig Lazzara, CFAManaging Director, Core Product Management
S&P Dow Jones Indices
Nick KalivasHead of Factor and Core Equity Product Strategy
Niko Finnigan, CFA, CAIAPartner, Net Worth Advisor
Delta Wealth Advisors
Todd RosenbluthHead of Research