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
Quantitative solutions
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Article
For sustainability, diversification and upside...
It’s payback time for investors who have been seeing a return to favour of the equity value investment style after…
10/09/21
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Article
Equity factor investing: Putting performance...
What drives the performance of equity multifactor funds? While the value, quality, low risk and momentum factor styles have outperformed…
15/01/21
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Market weekly - Multi-factor equity...
Underperformance of multi-factor equity investing in 2020 has led some investors to question the strategy. Raul Leote de Carvalho, deputy…
07/12/20
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Article
Light at the end of...
Multi-factor equity investing has underperformed in 2020 as a small number of growth stocks left the peleton far behind. Daniel…
07/12/20
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Article
Market weekly - Multi-factor equity...
Underperformance of multi-factor equity investing in 2020 has led some investors to question the strategy. Raul Leote de Carvalho, deputy…
07/12/20