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Fort Worth Breakfast: The Anatomy of Active Portfolios with Leon Roisenberg
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When: Tuesday, November 14, 2017
7:30 am - 9:00 am
Where: Fort Worth Club
306 W 7th Street
Fort Worth 76102
Contact: CFA/DFW

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The Anatomy of Active Portfolios with Leon Roisenberg

Program description: Regulatory changes in the asset management industry, macro-driven markets and the popularity of passive investments have presented challenges for active equity managers over the last decade. The growth of factor investing, manifested by multi-billion dollar inflows to factor-based products, underscores the importance of factor awareness in active portfolio management. Leon utilized MSCI Barra's newest global equity factor model (GEMLT) to analyze key drivers of global active manager's returns. Active returns are attributable to systematic factor exposures and/or the manager's skill. Thus, understanding the return drivers of active portfolios is helpful for active managers' decision-making process as well as asset owners allocation of capital amongst passive and active mandates.

The research focuses on the following areas:

- Active fund manager's exposure to Global Equity Market Factors; especially Systematic Equity Strategy factors like Value, Momentum, Profitability, Quality and Dividend Yield. 

- The contribution of common factor exposures to the performance of these funds.

- Using factor indexes to evaluate active manager exposures and performance. 



7:30 AM Registration
8:00 AM Program Start
9:00 AM Conclude


Complimentary for all

Sponsored by: 

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As a developer of investment decision support tools, MSCI helps investors around the world build and manage better portfolios. MSCI's clients use their research-based insights and tools to avoid unwanted risk, manage intended risks and aim for better performance. MSCI prides itself on the fact that the world's largest investors consider their products to be "best in class" across Indexes, Analytics, socially responsible ESG research and Private Real Estate. The focus of this presentation will be on their Analytics products, however, representatives from other product lines will also be present.