Tuesday, December 3, 2019, 12:05 PM - 12:55 PM | Navigating Market Uncertainty, with Factors and ESG
As market volatility, geopolitical risks and economic uncertainty continue to shake global markets, it is critical for pension funds to re-evaluate their risk positioning. This means running portfolios as risk-efficiently as possible and mitigating the hidden risks that commonly exist in pension portfolios. By exploring the research behind factor and ESG combinations that may help pension funds improve portfolio sustainability and returns in a risk-controlled framework, this stream seeks to reveal how a more precise approach to portfolio construction that leverages both targeted factor exposures and ESG can be applied. Key discussion points include:
The factors that stand to benefit from the structural shifts in the global economy and increased market volatility;
How ESG research can complement factor exposure to increase excess return consistency and mitigate downside risk;
Implementing a risk-aware approach that minimises unintended risk and seeks to maximise risk-adjusted returns.