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Factor investing

Factor investing is based on the exploitation of academically-proven factor premiums. Factors represent certain stock-specific attributes that explain the return and risk of a group of securities in the long run.

When markets get tough, quant funds stick with their factors
When markets get tough, quant funds stick with their factors
As rules-based investors, quant investors exploit human reactions to market movements.
19-03-2020 | 视频
‘Factor investing is by no means a black box’
‘Factor investing is by no means a black box’
David Blitz discusses the latest trends and issues in factor investing, in which investors chase factors such as low-volatility, value or momentum to get the best picks.
18-02-2019 | Podcast
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