The low volatility anomaly, first reported on 50 years ago, can be implemented across asset classes, sectors and regions. As...

It is relatively easy to demonstrate the low volatility anomaly – the phenomenon that first came to light half a...

Half a century ago, it became clear that investing in higher risk equities is not necessarily rewarded with higher returns....

Traditional equity value indices, which incorporate only the least expensive companies, tend to be associated with a higher carbon footprint...

Value stocks have strongly outperformed their growth sector peers since late 2020, when they became as cheap as they were...

A well-diversified strategy invested in value, quality, low risk and momentum stocks should do well, irrespective of which way interest...

BNP Paribas Asset Management’s proprietary low volatility equity strategy is designed to be insensitive to changes in interest rates and...

We expect the environment in the coming few years to be unusually favourable for value relative to growth stocks. Multi-factor...

After a particularly difficult 2020, 2021 proved favourable for multi-factor equity strategies investing in the cheapest, most profitable and least...

Our latest paper on equity factor investing addresses the question of performance attribution of multi-factor equity strategies.   Multifactor strategies...