Factor Investing in Asset-Liability Management

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Institutional investors have begun to recognize the importance of risk factors in asset allocation decisions, even though factor investing has had mixed results over the last few years.

Lionel Martellini, Professor of Finance at EDHEC Business School and Director of EDHEC-Risk Institute, has been working to combine the benefits of liability hedging and performance improvement through factor investing.

In this webinar, Professor Martellini explains how to integrate some of the most significant advances in institutional money management.

The recent study "Factor Investing in Liability-­Driven and Goal­-Based Investment Solutions" published by EDHEC-Risk Institute with the support of Amundi as part of the “ETF, Indexing and Smart Beta Investment Strategies” research chair aims to establish a series of connections, between factor investing and liability-driven investing.