Investing in a multi-asset multi-factor world

While broad adoption of factor investing is still well in the future, a multi-asset multi-factor strategy permits full utilisation of all potential benefits of factor investing, and therefore represents a natural evolution.

Inside the latest issue of Risk & Reward magazine we share insights and research covering a range of themes relevant to institutional investors.

Investing in a multi-asset multi-factor world

In two related articles, we explore a multi-asset multi-factor strategy and also share the views from a roundtable featuring four of our investment professionals.

Low-volatility investing: standing out from the crowd

We investigate the theoretical and behavioural underpinnings of low-volatility investing and ask whether the current market really is crowded and what, if anything, has changed. We assess the threats and opportunities that have emerged from the sector’s extraordinary growth.

Cyclical, structural, influential

We expect emerging market economies to accelerate with the global recovery, and to generate higher, long-term trend growth. We analyse the causes and consequences of these developments and implications for emerging market bonds.

Value in European bank stocks: a proactive approach

We argue that continued aversion to the European banking sector may be short-sighted, and that a disciplined valuation-led, proactive approach could anticipate an inflection point at which banks will at last be in a position to offer the benefits stemming from meaningful growth.

Econometric time series models

The Quarterly National Accounts are often only published after a considerable delay, but sometimes an up-to-date economic estimate for the current quarter is needed. This is where bridge equations and MIDAS regressions come into play.

Read the latest issue of Risk & Reward magazine

Important information

The value of investments and any income will fluctuate (this may partly be the result of exchange rate fluctuations) and investors may not get back the full amount invested.

Where individuals or the business have expressed opinions, they are based on current market conditions, they may differ from those of other investment professionals and are subject to change without notice.