Michele Mazzoleni: Factor Strategies and Market Cycles

Factor Strategies and Market Cycles

Recorded March 12, 2019 | Time:  30:19

Michele Mazzoleni, PhD

Understanding the sensitivities of factor-based strategies is essential to properly calibrate return expectations and cope with unavoidable periods of underperformance. Michele Mazzoleni explains our research into gaining a better awareness of these sensitivities.

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