New Framework for Factor Investing Workshop

CFA Society Finland recently welcomed Kari Vatanen, CFA, FRM, Head of Cross Assets and Allocation at Varma Pension Insurance Company to a Factor Investing workshop, based on his published articles on the topic.

Mr. Vatanen has studied alternative risk premia indices by investment banks to describe the nature and risk characteristics of the commonly known investable ARP strategies.  His research on alternative risk premia provides advanced and practical framework for constructing balanced portfolios of commonly known strategies across asset classes. A presentation was followed by a Q&A.