chinazh

Diversification over factors

Exposing the portfolio to a variety of factors improves diversification. The aim of diversifying according to underlying factors is to make the portfolio more robust.

Diversification using the factor approach differs from the traditional method of distribution over asset classes such as equities, bonds and private equity, commodities, hedge funds and regions. The latter approach doesn’t provide insight into the underlying factors that determine the return-risk ratio of a portfolio.

Factor investing means that we divide up a portfolio into factors with significant expected risk and/or return differentials. Accordingly, the assets in a factor-based portfolio are distributed over premiums such as low volatility, size, value and momentum.

量化投资
量化投资

25年来,我们在量化投资方面一直处于领先地位,将研究转化为实际的解决方案。

了解更多详情
Achieving your investment goals with factors: get specific factor exposure
Achieving your investment goals with factors: get specific factor exposure
Factor-based strategies can help investors get exposure to a particular factor.
25-10-2018 | 市场观点
Achieving your investment goals with factors: reduce costs
Achieving your investment goals with factors: reduce costs
Factor-based strategies can help investors reduce management costs.
03-09-2018 | 市场观点
Achieving your investment goals with factors: enhance returns
Achieving your investment goals with factors: enhance returns
Factor-based strategies can enhance returns over the longer term.
28-05-2018 | 市场观点