General Session 6: A Century of Evidence on Style Premia or Smart Beta

Wednesday, May 3, 2017 -
8:00am to 9:00am

Session type:

Yale School of Management’s Tobias Moskowitz  provides unique historical insight on style premia – the basis for today's "smart beta" products – for international stocks, government bonds, currencies, and commodities.   By evaluating the observed impact on asset pricing over the last 100 years from factors such as value, momentum, carry, and defensive strategies, this session will help you learn the economic conditions under which each factor (or combinations of factors) has performed favorably, and whether it is possible to improve your timing ability.