Momentum is unloved: being a good follower is rarely seen as a strength, and few asset managers would brag about […]
Quality is positive: it is about good companies that are efficient at managing their businesses profitably, creating shareholder value and […]
Value is obvious: ‘buy cheap and sell expensive’ is probably the first piece of received market wisdom that any investor […]
A Chinese portrait is a metaphorical description of something or somebody via a comparison with various things or elements, an […]
Low-carbon investing is gaining ground, not just as an en-vogue trend, but also for solid economic reasons. It is part […]
Over the last few years, interest among investors in indexation has driven asset managers to develop new forms of indexation […]
Smart beta has become a well-known investment concept in the asset management industry. Such factor-based investment techniques were firstly applied […]
Here are four major neglected findings of modern finance. They have been proven effective in improving risk-adjusted investment returns, based […]
One of the great features of factor investing is that it can be adapted flexibly to a variety of investment […]
In recent years, value stocks have underperformed the broader equity market. This included value-focused portfolios such as Warren Buffett’s Berkshire […]
Equity low-volatility strategies have largely outperformed* their market capitalisation benchmarks in the turbulent times for stock markets since the start […]
Uber has become one symbol of the way new technologies can rapidly transform a long established business, creating simultaneously chaos […]
Smart beta investing remains a hot topic in our industry’s forums, conferences and specialist journals. However, what began as a […]
Please note that this article may contain technical language. For this reason, it is not recommended to readers without professional […]
Bruno Crinon explains how he sees foreign exchange markets as inefficient by nature, stating that systematic strategies can exploit these inefficiences.
Explaining when and why target-volatility strategies generate higher risk-adjusted returns than buy and hold strategies.
Behavioural psychology studies are doubting whether portfolio manager with their own skills, analysing market environments can outperform simple algorithms.
The Axioma Quant Forum in London was visited by 150 investment professionals from asset management companies, institutional investors and investment banks.