Breakfast Briefing - Enhancing Risk-Adjusted Returns

FactSet European Headquarters 19th September 2018 | 8:30 AM - 10:30 AM

Join us for a joint breakfast seminar hosted by Axioma and Factset this September!

Standard, off-the-shelf risk models provide a wealth of insight into the risk and return profile of an investment product. However, the “standard” nature of these models can lack explanatory power; particularly when addressing the needs of investors with different style, sources of alpha, investment universes and portfolio construction processes. Custom risk models on the other hand, tailorable to the manager’s investment process, can provide for better alignment of alpha and risk factors. This often leads to enhanced portfolio construction, and more precise risk estimates, decomposition and performance attribution that reveal the true contribution of the manager’s factors to active returns.

Fuel your analysis and future strategy by joining representatives from Axioma and FactSet for this 90 minute session on the theory and practical aspects of custom vs. standard risk models. During the session we will discuss the mechanics involved in, and advantages of, developing a custom risk model and show a practical use-case within the FactSet platform.


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