How to Use Single- and Multi-Factor Strategies in Every Portfolio
In an attempt to diversify away from the potential risks of traditional market-capitalization index funds in an extended bull market environment, investors are looking into rules-based index strategies that screen for specific market factors to potentially enhance returns and reduce downside risks. In the upcoming webcast, join OppenheimerFunds and ETF Trends as they go over market factors and the effects of combining various factors into a multi-factor strategy to help financial advisors diversify a traditional equity portfolio.
Join OppenheimerFunds and Tom Lydon, Editor and Publisher of ETF Trends as he moderates a discussion on:
- An introduction to market factors
- The difference between single- and multi-factor strategies
- Outline a dynamic approach and the benefits of multi-factor investments
- How financial advisors can implement factor-based investments into a diversified portfolio
Not 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.
Mo HaghbinHead of Product, Beta Solutions
Ryan O'CarrollETF Specialist
Joe SmithSenior Market Strategist
Greg EllstonDirector of Asset Allocation
Confluence Investment Management
Tom LydonEditor and Publisher