Disclaimer: Views in this blog do not promote, and are not directly connected to any Legal & General Investment Management (LGIM) product or service. Views are from a range of LGIM investment professionals and do not necessarily reflect the views of LGIM. For investment professionals only.
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Factor Based Investing

Investment strategy

ARP report card: Assessing diversification and performance

We grade alternative risk premia (ARPs) as successful for diversification, but in performance terms they could do better.  
By Christopher Teschmacher

Investment strategy

Factor checking the market

We look at how the technology sector is affecting the performance of factor portfolios.  ;
By Tim Armitage

Investment strategy

Fact (or) Fiction

Using a factor framework to identify drivers of performance helps us explore the issue of whether active UK managers have a bias to size or any other factors.;
By Francis Chua

Investment strategy

Facts and fantasies about Factor-Based Investing

We debunk some factor based fantasies and look at a factor based fact.;
By Andrzej Pioch

Investment strategy

FBI: A little faith goes a long way

Some belief is needed in factors other than market exposure to justify choosing a multi-factor strategy over a market-cap weighted one. But how much belief?;
By John Southall

Investment strategy

Overcrowding and capacity in factor-based investing

Should investors be worried about overcrowding and capacity in factors, and are these terms interchangeable?;
By Dave Barron

Investment strategy

Poker and factor-based investing

How much ‘juice’ is left in factors and what could understanding the role of luck and skill in poker have to do with this?;
By John Southall

Investment strategy

FBI – How can it help you?

In my recent post "What to factor in and what to factor out?," I explained what the ‘factor’ in factor-based investing really means. While its acronym (FBI) gives the impression that it's rather complex, like the US organisation, investors have been increasingly looking to factor-based investing to drive their investment returns. It's time to consider why...;
By Andrzej Pioch

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