Factor Investing In the Time of Quantitative Easing
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
About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the world’s top 15 business schools. Fully international and directly connected to the business world, EDHEC commands a strong reputation for research excellence and the ability to train entrepreneurs and managers capable of breaking new ground. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching is inspired by its research work and a focus on “learning by doing”, all with the aim of equipping people with the skills to succeed in business.
