Fama-French remains an important foundation for quantitative investing, but in recent decades most of the classic equity factors have failed to produce returns. This does not invalidate the underlying ideas. Enhanced approaches refine factor measurement, control unintended risks and account for trading costs. They also incorporate additional signals and new data, supported by rigorous testing. Portfolio construction is essential to translating research into investment outcomes. AI and machine learning can extend these capabilities, but their value depends on sound economic reasoning, careful validation, robust infrastructure and human oversight.
We are a global asset manager with strong capabilities in quant, credits, emerging markets and sustainable investing. Research is at the heart of everything we do, driving active investment strategies that aim to maximize alpha generation.
