Morgan Stanley’s Slimmon On Factor Exposures: Inside Active
Morgan Stanley’s Slimmon On Factor Exposures
Inside Active
The low volatility, momentum, and quality factors are all up this year with low volatility and momentum performing the best. In this episode of Inside Active, host David Cohne, mutual fund and active management analyst with Bloomberg Intelligence, along with co-host Christopher Cain, US quantitative strategist at Bloomberg Intelligence, spoke with Andrew Slimmon, a managing director at Morgan Stanley Investment Management and lead senior portfolio manager on all long equity strategies for Applied Equity Advisors, including the Morgan Stanley Global Concentrated Portfolio (MLNIX). They spoke about factor exposures and why the investment process starts with a quantitative approach to determine what exposures each stock gives them. They also discussed the importance of active share and tracking error and why he is agnostic towards regional allocation and styles.
Jan 07, 2025