Multi-factor equity strategies that outperform...
A well-diversified strategy invested in value, quality, low risk and momentum stocks should do well, irrespective of which way interest…
18/05/22
Quantitative solutions
-
Article
-
Podcast
Talking heads – Look for...
Value investing remains a worthwhile approach, even after an extended period of underperformance. A rebound has now set in that…
19/04/22
-
Article
A low volatility equity strategy...
BNP Paribas Asset Management’s proprietary low volatility equity strategy is designed to be insensitive to changes in interest rates and…
12/04/22
-
Article
Value stocks still cheap relative...
We expect the environment in the coming few years to be unusually favourable for value relative to growth stocks. Multi-factor…
23/03/22
-
Article
Equity factor investing - Sunshine...
After a particularly difficult 2020, 2021 proved favourable for multi-factor equity strategies investing in the cheapest, most profitable and least…
09/02/22
-
Article
Factor investing: understanding your performance!
Our latest paper on equity factor investing addresses the question of performance attribution of multi-factor equity strategies. Multifactor strategies…
15/12/21