Factor Investing In the Time of Quantitative Easing

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Riccardo Rebonato, Professor of Finance, EDHEC Business School, and Factor Investing Fixed Income Lead Expert, EDHEC-Risk Institute, gave a keynote speech on Smart Beta Fixed Income at the Beyond Beta Europe Digital Conference, hosted by ETF Stream. 

The video entitled: "Factor Investing in the Time of Quantitative Easing" examines the following issues:

  • Factor investing from equities to other asset classes
  • Quantitative Easing and asset pricing
  • The universal compression of ‘risk premia’
  • The appeal and the dangers of cross-sectional strategies
  • The  shift in monetary stance of the Fed and what it implies for asset pricing and factor investing