Disclaimer: Views in this blog do not promote, and are not directly connected to any L&G product or service. Views are from a range of L&G investment professionals, may be specific to an author’s particular investment region or desk, and do not necessarily reflect the views of L&G. For investment professionals only.
Factor Based Investing
Implications of reducing the carbon footprint of factor strategies
In a forthcoming research paper we’ll provide a detailed analysis of how factor strategies’ carbon footprint can be reduced and its implications. Here’s a preview... 
UK equity manager performance through ‘micro factor’ eyes
Investing into active UK equity managers has sometimes been considered synonymous with investing into UK small caps, and it is clear why that is the... 
The low-volatility factor: Winning by losing less (until recently)
In the final instalment of a series on this factor, we look at the performance characteristics of low-volatility strategies. 
What do factor investing and UK equity managers have to do with sport?
Can we rethink the way we look at performance drivers? Combined with an understanding of where we are in the economic cycle, we believe a... 
The low-volatility factor: Not-so-standard deviation
In the second instalment of a new series on factor investing, we consider how the risk of a stock can be defined and explain why... 
A long-term perspective on ARP
What have we learnt about the role of Alternative Risk Premium (ARP) strategies over the past decade? 
The low-volatility factor: A very human origin story
In the first instalment of a new series on factor investing, we examine the ‘anomaly’ of low-risk investing and consider the behavioural biases that could... 
LGIM explains: What is factor investing?
The premise of factor, or factor-based investing is relatively straightforward - by holding assets with specific characteristics, investors seek to achieve higher returns or lower... 
Quality explained: Putting theory into practice
In the final instalment of our series on the quality factor, we explain our complete approach to quality screening. 
Quality explained: a price worth paying?
In the latest instalment of our series on the quality factor, we examine the performance of quality strategies, focusing on the relationship between quality and... 
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