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Quantitative Investment Styles, and when they perform

 
Nicole Greenslade - Admin
Quantitative Investment Styles, and when they perform
by Nicole Greenslade - Admin - Monday, 21 August 2017, 9:02 AM
 

Publication by Harbour Asset Management

Factor investing as a style has become increasingly popular in the last decade with the rise of Smart Beta funds globally. These strategies are expected to outperform the market over the long term. Each different strategy selects companies based on favourable characteristics defined by the strategy. There are many different factors such as risk based factors (value and size) that command a premium, fundamental factors (growth and quality) that are specific to the performance of a company, or behavioural factors (momentum and volatility) that are present in data but have no risk or fundamental explanation. Factor investing is a subset of Smart Beta.    read more.....