Our Privacy Statment & Cookie Policy

All LSEG websites use cookies to improve your online experience. They were placed on your computer when you launched this website. You can change your cookie settings through your browser.

The Financial & Risk business of Thomson Reuters is now Refinitiv

All names and marks owned by Thomson Reuters, including "Thomson", "Reuters" and the Kinesis logo are used under license from Thomson Reuters and its affiliated companies.

October 25, 2016

How Can a Multi-Factor Model Help You Achieve Greater Alpha?

by

Achieving alpha in actively managed funds and portfolios is getting more challenging by the day. Diversification may be the last free lunch on offer.

In this complimentary webinar, Tim Gaumer, Director of Fundamental Research at Thomson Reuters will discuss the benefits of diversifying your investment portfolio by various market factors rather than tilting it toward just one.  Tim will explore value, momentum, quality, and other factors. He will show which work best and how to combine them into a single, alpha-generating, multi-factor model. Mr. Gaumer will also share some of Thomson Reuters research findings on factor momentum and factor timing.

Register here

Article Topics
Article Keywords ,

Get In Touch

Subscribe

We have updated our Privacy Statement. Before you continue, please read our new Privacy Statement and familiarize yourself with the terms.x