Invesco case study

Risk and Reward Q3 2017

Published by : Invesco

This issue examines multi-asset multi-factor investing.

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


We also 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.


In another article, 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.

Published:03 September 2017

Business Area: Risk

Type: Portable Document Format (.pdf)

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