The rise of factor-based investing has coincided with a "zoo" of equity factors documented in academic research, but not all factors are created equal. How can investors know which factors are worth pursuing? This presentation will examine popular alternative factors and demonstrate Dimensional's approach to assessing research on expected returns. Please join CFA Society New Mexico for a late afternoon event with Marcus Axthelm of Dimensional Fund Advisors for a presentation on Navigating the Factor Zoo. Appetizers and networking to occur before the presentation."
Speaker Bio: Marcus Axthelm, a Senior Portfolio Manager and Vice President, oversees a team of investment professionals who manage global equity portfolios in the Charlotte office. He also serves as the lead for fund construction and portfolio parameter calculation, and enhances the team's global perspective with his experience as a Portfolio Manager in the London, Austin, and Sydney offices.
Prior to joining Dimensional, Marcus spent six years as Senior Rating Specialist at Commerzbank in Frankfurt. He holds a bachelor's degree in banking and finance from Berufsakademie Mosbach (Germany) and earned his MBA with concentrations in economics, finance, and strategy from the University of Chicago Booth School of Business.