Uptake is still small by Western standards and prioritises short- over long-term allocation.
Despite a strong performance this year, investors are still guarded about increasing allocations to factor investing strategies
In partnership with FTSE Russell
By applying the ‘Investment Clock’ framework, investors can link factor behaviour across economic cycles in the US.
Asset owners such as Japan Post Bank are looking to a multi-factor investing approach to create more responsive portfolios in the current low rate environment.
A new Invesco study finds a lack of consensus around terminology among some of the challenges facing institutional investors implementing factor-investing in fixed income.
Once seen as an appealing passive investing option for asset owners, factor investing seems to be losing its cachet. Can it get it back?
A new Invesco study states that institutional investors in Asia are increasingly willing to experiment on factor investing in the fixed income space, despite the complexity of doing so.
The new specialist will drive the development of multi-asset, structured and quantitative solutions for the French asset manager in the Asia-Pacific region.
In partnership with The Editors
The hunt for yield is leading sophisticated factor investing to gain more interest with institutional investors, listeners to a webinar organised by AsianInvestor and FTSE Russell heard.
Experts told the audience of the Inside ETFs Asia conference that understanding and transparency are essential to successfully invest into smart beta ETFs in the region.
As interest in smart beta strategies rises in the region, more asset owners are eyeing multi-factor approaches and layering factors with ESG strategies.
Asian institutional investors look set to look for more factor-based strategies over the next five years, probably at the cost of lower passive or active strategies, a study by Invesco shows.