How Should Long-Term Investors Form Portfolios?2 September 2022
Nowadays, the availability of alternative data and their adoption in the asset management industry to improve investment decision processes is a widespread alternative approach. It comes with the help of Machine Learning and Artificial Intelligence techniques that allow the processing of these data, reducing their noise, and converging Big Data into Smart Data.
Traditional asset management techniques provide very little guidance to these questions. Academic studies are often rooted in 50 or 70-year-old portfolio theories, as are standard investment textbooks. Yet these theories have very little to do with real-life portfolio practice.
McGill University, Associate Professor of Finance, Russ Goyenko will discuss with Senior Advisor, FDP Institute, Dr. Hossein Kazemi, how long-term investors should form portfolios. They will delve into how they should evaluate securities, portfolios, and managers. Learn more about how they adapt to time-varying expected returns, volatilities, correlations, and many factors, signals, and strategies.
We are proud to have Claude Perron, Founder of FIAM as an Association Partner sponsoring today's event. FIAM's mission is to contribute to the development and competitiveness of the Quebec financial community and beyond.