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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.

Podcast: Stick to your long-term investment beliefs
Podcast: Stick to your long-term investment beliefs
How tough will 2022 be for investors?
28-01-2022 | ポッドキャスト
Factoring carbon taxes into a Value strategy
Factoring carbon taxes into a Value strategy
Incorporating carbon taxes into a Value strategy at a stock level is equivalent to imposing carbon footprint constraints on the overall portfolio.
22-12-2021 | リサーチ
Research on pre-1926 database reveals equity factors are ‘eternal’
Research on pre-1926 database reveals equity factors are ‘eternal’
New research reveals that equity factor styles have existed and persisted since the mid-19th century.
21-12-2021 | リサーチ