Oct 19, 2021

Building Blocks & Risk Factor Debate

AIMCo clients, stakeholders and team members have some new perspectives on portfolio construction following an insightful session at the organization’s recent investment symposium.

Chief Investment Strategy Officer Amit Prakash and Jean-David Tremblay-Frenette, Director of Investment Strategy Research, hosted a panel of three distinguished financial professionals. The purpose of the session was to dig deep into states of portfolio construction approaches and discuss the benefits and drawbacks of using risk factor exposures for strategic asset allocation.

The panel included:

  • Andrew Ang, PhD, Managing Director, BlackRock

  • Andew DeMond, Head of MSC MAC Factor Research, MSCI

  • Gary Smith, Vice-President Investment Strategy & Risk, Alberta Teachers’ Retirement Fund (ATRF).

Watch the video below to find out what a risk factor-ready portfolio might look like and how using risk factors will fend off the challenges that investors face in building successful, long-term investments.