In this presentation Vitali Kalesnik will outline the risks that affect factor investing

Thursday 19 September 2019
Vitali Kalesnik; Head of Research - Europe; Research Affiliates


Please note the slightly earlier start time - 6.15pm.

Factor-driven investment approaches have been one of the fastest-growing success stories of investment management over recent years. However, as new investors crowd into these areas, rising valuations can often sow the seeds of disappointing future investment performance.

In this joint Quantitative Work Alliance for Applied Finance, Education, and Wisdom (QWAFAFEW) and CFA event, Vitali Kalesnik will outline the analytical shortcuts and missteps that lie behind some factor-based approaches, and how investors can avoid the pitfalls.

There will be a Q&A with the audience after the presentation. The event will be followed at 19:45 with a networking drinks reception.

About the Speaker

Vitali Kalesnik leads research and business strategy in the European region for Research Affiliates, pioneers in the fields of smart beta investing who are known in particular for their RAFI™ Fundamental Index™ strategies. His research interests include investigations into equity return predictability, timing of equity factor returns, efficient portfolio construction techniques, smart beta strategy analysis, governance, and other aspects of equity investing.

Vitali earned his PhD in economics from the University of California, Los Angeles, and has authored numerous articles in the Financial Analysts Journal and elsewhere.