Evidence of the low volatility...
It is relatively easy to demonstrate the low volatility anomaly – the phenomenon that first came to light half a…
01/03/23
Quantitative solutions
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Article
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Article
The low volatility anomaly –...
Half a century ago, it became clear that investing in higher risk equities is not necessarily rewarded with higher returns.…
31/01/23
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Podcast
Talking heads – Quantitative investing:...
Picking investable assets for a portfolio can be hard. Fundamental analysis focuses on what investors believe will happen in the…
30/01/23
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Article
Can equity value investing be...
Traditional equity value indices, which incorporate only the least expensive companies, tend to be associated with a higher carbon footprint…
03/08/22
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Article
Will value stocks continue to...
Value stocks have strongly outperformed their growth sector peers since late 2020, when they became as cheap as they were…
17/06/22
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Article
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