Seminar: Value Indices are not All Created Equal (London) 6 Dec 2016
The seminar, which will be held in London on December 6, 2016, will present research suggesting that even though there are many indices available on the market claiming to harvest the value risk premium, not all of them are the same. Topics covered include:
• Why, in the last few years, have some value indices outperformed the market and others conversely strongly underperformed?
• Long-term value risk premium versus short-term losses
• Data mining risks in constructing indices
• Purity versus diversification in the long-only investment framework.
Please note that the presentation is exclusive to asset owners and institutional consultants.