Emerging Markets Through a Factor Lens Emerging Markets, Equities, Factors, Quant & Systematic Over the last 10 years, the performance of emerging markets have proven a deep disappointment, prompting investors to reconsider their allocations. We review some of the key drivers behind the poor performance in recent years and explore why the future might look differently. Read More
Misconceptions of Net-zero Investing Equities, ESG, Factors, Quant & Systematic Thoughtful in-sector substitutions can mitigate many of the risks of aligning a portfolio with net-zero targets, Northern Trust AM says Read More
Risk-Managed Thematic Investing Equities, Factors, Quant & Systematic, Webinars This webinar frames thematic investing as a special case of factor investing through a total portfolio factor lens: Themes are missing factors. Read More
Themes – The Case of The Missing Factors Asset Allocation & Strategy, Factors, Quant & Systematic Factors are not always broad and persistent, but they can still be highly impactful on investors’ portfolios. It’s time to bring these factors back into risk models, Allspring Global Investments says Read More
Impact Alpha Partners Appoints Strategic Advisor Appointment, ESG, Factors, Quant & Systematic Impact investment advisory company Impact Alpha Partners has appointed Michael Kollo as a Strategic Advisor to its Board of Directors. Read More
Reducing Risk in Chinese Equities Emerging Markets, Equities, Factors, Quant & Systematic Is it possible to reduce the risk from investing in Chinese equities without divesting from the market altogether? Northern Trust Asset Management’s Michael Hunstad believes so Read More
At The Intersection of Factors, EM and Inflation Emerging Markets, Equities, Factors, Quant & Systematic Factors occur in almost all markets and across asset classes, but when implementing a strategy investors do need to be aware of the peculiarities of the relevant markets. We speak to Northern Trust Asset Management’s Guido Baltussen about the application of factors to emerging markets and the impact of inflation Read More
Factor Behaviour During the Pandemic Factors, Quant & Systematic A new academic paper finds some factors coped better with market volatility during the onset of the coronavirus pandemic than others Read More
Valuations at the Cutting Edge of Investing Asset Allocation & Strategy, Equities, Factors, Quant & Systematic Taking a systematic approach that relies on company valuations allows investors to combine active and passive elements into a well-diversified, cost-effective portfolio, Avantis’ Eduardo Repetto says Read More
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