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
Factor forecasting, recalibrated
We update some past research into expected returns and risk of factors to allow for recent experience. 
Podcast: Can factor strategies be decarbonised?
Following the publication of a major new research paper, Raj Shah, a Senior Quant and Factor Strategist within our Index Solutions team, delves into the... 
Implications of reducing the carbon footprint of factor strategies
In a new research paper, we provide a detailed analysis of how factor strategies’ carbon footprint can be reduced and its implications. 
Webinar: Harnessing factor strategies – controlling risk and ESG exposures efficiently
Our head of Index Solutions and Head of Product Management at STOXX explored what has changed in factor investing over the past decade, what to... 
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... Recommended content for you
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