Factor Academy - Targeting Compensated Sources of Risk
The recent "Factor Academy" webinar provided valuable insights into identifying and leveraging compensated sources of risk in investment portfolios. The session emphasized the importance of distinguishing between risks that offer potential returns and those that do not, enabling investors to make more informed decisions.
Key takeaways included strategies for isolating compensated risk factors and integrating them into portfolio construction to enhance performance. The discussion also highlighted the role of diversification and the need for continuous evaluation of risk exposures in dynamic markets.
Key discussions also addressed how to systematically manage risk exposures and optimize diversification. Missed it? Watch the on-demand session above!
Maarten Smit, CFA - Senior Portfolio Analyst, Quantitative Strategies Team - Northern Trust Asset Management
Maarten Smit is a Senior Portfolio Analyst in the Quantitative Strategies Team. He has deep experience designing and managing systematic equity strategies delivering top quartile idiosyncratic and sustainable alpha.
Previously, Smit was Lead Portfolio Manager for internal quantitative equity strategies across developed and emerging markets at APG Asset Management in Amsterdam. He started his career as a Management Trainee at ABN AMRO Bank.
Smit holds a cum laude MSc degree in Offshore Engineering from Delft University of Technology and a cum laude MSc degree in Quantitative Finance from Erasmus University Rotterdam.He is a CFA charterholder since 2015.