Daniel Aguet, Noël Amenc and Felix Goltz, Author at Top1000funds.com

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Equities

A new route to minimising volatility

Defensive equity investment strategies are nothing new, but a key issue with many is that defensive does not necessarily mean low volatility. Scientific Beta looks at a strategy to target both goals, using robust low volatility controls to create a new defensive index for the volatility-averse investor.

Daniel Aguet, Noël Amenc and Felix GoltzApril 3, 2020

Equities

Is factor investing still working?

A large number of long-only multi-factor strategies have performed disappointingly over the past three years. Some have called into question the usefulness of solutions based on factor diversification but recent research by EDHEC suggests this doesn’t hold up against an even remotely serious investigation.

Daniel Aguet, Noël Amenc and Felix GoltzSeptember 20, 2019