Factor Investing and Asset Allocation — Modern Frameworks for Portfolio Implementation

About the Speaker

Mr. Abhirakshit Singh

Industry Practitioner

The global asset management landscape is undergoing a significant paradigm shift, moving beyond traditional diversification toward factor-based investing. As institutional portfolios face increasing complexity, the ability to decompose returns into underlying risk factors - such as value, momentum, and quality - has become a cornerstone of modern financial engineering. Leading global investment firms like PIMCO are at the forefront of this evolution, utilizing sophisticated quantitative models to bridge the gap between macroeconomic signals and portfolio implementation. With the rapid rise of data-driven finance, the integration of empirical research and systematic strategies is reshaping how capital is allocated across diverse market cycles. This session will provide a practitioner’s insight into navigating these frameworks to deliver scalable, outcome-driven investment solutions in an increasingly volatile market environment