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Exploiting the low volatility anomaly in practice
Portfolio perspectives | Article - 2 Min

Exploiting the low volatility anomaly in practice

The low volatility anomaly, first reported on 50 years ago, can be implemented across asset classes, sectors and regions. As...

RAUL LEOTE DE CARVALHO
| 20.03.2023
Evidence of the low volatility anomaly
Portfolio perspectives | Article - 2 Min

Evidence of the low volatility anomaly

It is relatively easy to demonstrate the low volatility anomaly – the phenomenon that first came to light half a...

RAUL LEOTE DE CARVALHO
| 01.03.2023
The low volatility anomaly – Still going strong after 50 years
Portfolio perspectives | Article - 3 Min

The low volatility anomaly – Still going strong after 50 years

Half a century ago, it became clear that investing in higher risk equities is not necessarily rewarded with higher returns....

RAUL LEOTE DE CARVALHO
| 31.01.2023
Talking heads – Quantitative investing: using facts for security selection
Portfolio perspectives | Podcast - 18:14 MIN

Talking heads – Quantitative investing: using facts for security selection

Picking investable assets for a portfolio can be hard. Fundamental analysis focuses on what investors believe will happen in the...

FREDERIC ABERGEL
+1 other(s)
| 30.01.2023
Can equity value investing be sustainable?
Portfolio perspectives | Article - 3 Min

Can equity value investing be sustainable?

Traditional equity value indices, which incorporate only the least expensive companies, tend to be associated with a higher carbon footprint...

RAUL LEOTE DE CARVALHO
| 03.08.2022
Will value stocks continue to outperform expensive sector peers?
Portfolio perspectives | Article - 3 Min

Will value stocks continue to outperform expensive sector peers?

Value stocks have strongly outperformed their growth sector peers since late 2020, when they became as cheap as they were...

RAUL LEOTE DE CARVALHO
| 17.06.2022
Multi-factor equity strategies that outperform when rates rise: what’s inside?
Portfolio perspectives | Article - 4 Min

Multi-factor equity strategies that outperform when rates rise: what’s inside?

A well-diversified strategy invested in value, quality, low risk and momentum stocks should do well, irrespective of which way interest...

RAUL LEOTE DE CARVALHO
| 18.05.2022
Talking heads – Look for value in the value style
Portfolio perspectives | Podcast - 11:06 MIN

Talking heads – Look for value in the value style

Value investing remains a worthwhile approach, even after an extended period of underperformance. A rebound has now set in that...

DANIEL MORRIS
| 19.04.2022
A low volatility equity strategy that can resist rising rates and inflation
Portfolio perspectives | Article - 3 Min

A low volatility equity strategy that can resist rising rates and inflation

BNP Paribas Asset Management’s proprietary low volatility equity strategy is designed to be insensitive to changes in interest rates and...

RAUL LEOTE DE CARVALHO
| 12.04.2022
Value stocks still cheap relative to growth sector peers
Portfolio perspectives | Article - 4 Min

Value stocks still cheap relative to growth sector peers

We expect the environment in the coming few years to be unusually favourable for value relative to growth stocks. Multi-factor...

Equity factor investing - Sunshine after the storm
Portfolio perspectives | Article - 3 Min

Equity factor investing - Sunshine after the storm

After a particularly difficult 2020, 2021 proved favourable for multi-factor equity strategies investing in the cheapest, most profitable and least...

RAUL LEOTE DE CARVALHO
| 09.02.2022
Factor investing: understanding your performance!
Portfolio perspectives | Article - 4 Min

Factor investing: understanding your performance!

Our latest paper on equity factor investing addresses the question of performance attribution of multi-factor equity strategies.   Multifactor strategies...

PIERRE WISEMBERG
| 15.12.2021