Join us for a webinar on Tuesday, May 21st to explore innovative methodologies for incorporating non-linear analysis in portfolio construction and learn how the allowance for non-linearity leads to increases in Information Ratios for some factor portfolios neutralized with respect to non-linear exposure to the other factors.

This session will:
•Examine non-linear return-to-characteristic relationships within the U.S. equity market for five factors: Value, Momentum, Small Size, Low Beta, and Profitability.
•Discuss the implications of non-linear factor portfolio returns for investors and portfolio managers
•Highlight innovative methodologies for incorporating non-linear factor returns in portfolio construction

Harindra (“Harin”) de Silva

Harindra (“Harin”) de Silva is a portfolio manager with the Systematic Edge team at Allspring Global Investments. He joined Allspring from its predecessor firm Wells Fargo Asset Management (WFAM) where he was a member of the Analytic Investors team. At Allspring, his primary focus is on the ongoing research effort for equity and factor-based asset allocation strategies. Harin has authored several articles and studies on finance-related topics, including stock market anomalies, market volatility, and asset valuation. He was recognized with the prestigious Graham and Dodd Award of Excellence for research published in the Financial Analysts Journal in 2002 and 2005. Harin earned a bachelor’s degree in mechanical engineering from the University of Manchester Institute of Science and Technology, a master’s degree in business administration with an emphasis in finance, a master’s degree in econometrics from the University of Rochester, and a Ph.D. in finance from the University of California, Irvine. He has earned the right to use the Chartered Financial Analyst® (CFA®) designation.

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