Insights into the third pillar of investing, from a team with over 30 years of experience.
Risk & Reward - 4th issue 2023
Subtle differences in factor definitions can profoundly impact performance, and a crucial decision is whether to rely on a single or multiple factor signals. We present an approach that may help investors improve factor premiums by diversifying across signals and removing exposures to unrewarded risks.
Risk & Reward - 3rd issue 2023
Finance and investment are constantly evolving – and the latest advancements draw on the results achieved in the past. The new edition of Risk & Reward reflects this emergent continuum by reporting on our most recent progress in responsible investing.
Risk & Reward - 2nd issue 2023
Lower for longer is over – and the traditional negative correlation between stocks and bonds has vanished, at least for the time being. This issue of Risk & Reward features two articles that analyze what this means for portfolio insurance and asset allocation.
Invesco Global Factor Investing Study 2020
The study uncovers the strategies and views of factor investors across the globe. Download it to learn more.
October 19, 2020
Combining factor characteristics with a defensive profile
Factor investing aims to benefit from stock characteristics which explain long-term equity performance. With over 35 years of experience, Invesco Quantitative Strategies constructs portfolios using these factors to achieve attractive investment outcomes for clients.
April 8, 2021
