All Factor Investing articles
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Asset Class Reports
Quant managers: Quoniam’s Nigel Cresswell
Liam Kennedy spoke to Quoniam Asset Management’s CEO about the challenges and opportunities faced by a quant boutique
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Asset Class ReportsQuant managers: back with new weapons
As investors show renewed interest in value strategies, quant managers look for better uses of alternative data
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News
Factor investing increase driven by ESG, risk management – study
57% of institutional investors now use factors within their fixed income portfolios, up from 37% in the previous survey
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News
Pension fund for Dutch harbour pilots ditches factor portfolio
Loodsen has converted its equity portfolio to four passive regional funds
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Features
Strategically speaking: Lyxor & Amundi
Lyxor has made a mark over the 20-plus years of its existence, pioneering managed accounts for hedge funds, including the first dedicated institutional managed account platform, that it created for PGGM in 2010.
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News
Negative factor strategy return for ING scheme
The ING pension fund is sticking with is factor strategy for now but it will start hedging its liabilities in real terms instead of nominal terms
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Asset Class Reports
Portfolio Strategy: Factor Investing Report
COVID-19 has added a further blow to a decade of factor investing underperformance and highlighted the increasing impact of environmental, social and governance (ESG) considerations. In this report, we analyse how it may be possible to complement traditional factors with ESG-related measures.
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Asset Class Reports
ESG: Avoid sustainable equity exposure pitfalls
ESG strategies can introduce unintended factor biases, which can affect overall risk-return objectives if not managed correctly
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Asset Class Reports
Asset allocation: More factors to consider
COVID-19 has added a further blow to a decade of factor investing underperformance and highlighted the increasing impact of ESG
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Interviews
On the record: Search for robust equity portfolios
IPE asked two investors how their equity portfolios are positioned
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Special Report
Factor investing: Keeping a distance from single factors
The fluctuations of single factor returns have bolstered multi-factor strategies
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Special Report
Factor investing: Crisis factor
What are the prospects for factor-based portfolios after the recent market crash?
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Special Report
Factor investing: Will corona be a watershed moment for credit factor investing?
Credit factor investing is in its early stages, but models and data are improving
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Special Report
Factor investing: Viewpoint: The case against factor investing
Factor products are not necessarily a panacea for equity market outpeformance
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News
Sector biases skew low vol smart beta performance in downturn
US low volatility strategies fail to provide downside protection in 2020 crash
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Opinion Pieces
Viewpoint: A more precise way to unlock targeted factors
Factor investing is built on the premise that investors can manage risk and returns by applying an appropriate mix of equity factors such as value, quality, size, momentum and low volatility.
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News
Aon: factor investing overcrowding fears ‘not justified’
It is unrealistic to foresee a situation where factor premiums are wiped out completely
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News
Singapore Exchange snaps up Scientific Beta
Singapore Holding of EDHEC endowment fund to retain 7% stake
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News
Factor investors seen largely unfazed by recent underperformance
59% report planning to increase their allocation to factor strategies
