Watch the webcast
This webcast* explores multi-factor investing – the systematic search for alpha returns using well-documented properties of an asset class – in equities, highlighting:
Featuring:
This is the second webcast in BNP Paribas Asset Management’s Factor investing series, which aims to help investors understand the world of factor investing and support them in building a factor-based investment portfolio.
The first webcast covered the use of factors in scoring and ranking corporate bonds across regions and over time.
Typical factors are value, quality, momentum and low risk/volatility. The factors are used to build a portfolio that is designed to offer investors a stable and sustained performance over the medium term. Their combined use should improve diversification since this helps to avoid issuer concentration.
As with all BNP Paribas Asset Management funds, the investment approach used involves the integration of ESG selection criteria. On the basis of the UN Global Compact and BNP Paribas sector policies, not ESG-suitable issuers are excluded in combination with an explicit objective for the portfolio to achieve a higher ESG score or lower carbon footprint than that of the benchmark.
Also read about factor investing on our Investors’ Corner blog
*for professional investors
