Disclaimer: Views in this blog do not promote, and are not directly connected to any L&G product or service. Views are from a range of L&G investment professionals, may be specific to an author’s particular investment region or desk, and do not necessarily reflect the views of L&G. For investment professionals only.
27 Mar 2025
1 min read
Webinar: Harnessing factor strategies – controlling risk and ESG exposures efficiently
Our head of Index Solutions and Head of Product Management at STOXX explored what has changed in factor investing over the past decade, what to expect in the years ahead, and how tracking-error-aware strategies can potentially enhance portfolio outcomes.
The webinar featured Arun Singhal, Head of Product Management at STOXX, and Fadi Zaher, Head of Index Solutions at L&G.
The key topics covered were:
- How factor efficacy has evolved over time – long-term outperformance vs. short-term cyclicality
- How index design has aimed to capture factor premia, integrating objectives such as risk, return and sustainability
- The interplay between specific ESG criteria, climate considerations and different investment styles (e.g. Value or Quality)
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