Risk and Reward - Q2 2019

Our latest edition presents how a multi-asset, multi-factor solution can mitigate oil risk exposure. We also explore consumption trends in China’s lower-tier cities, patent data in driving stock returns, and fixed-income factors.

Jul 2, 2019 | Invesco

In our feature article and the related interview, the Invesco Quantitative Strategies team presents a multi-asset, multi-factor solution using quality and low volatility style factors to mitigate oil risk exposure, while increasing overall portfolio diversification. Dr. Harald Lohre, Mark Humphreys, Carsten Rother and Erhard Radatz discuss the issues and options for oil-rich countries and factor investing for sovereign wealth funds. 
This issue also contains articles discussing the use of patent data as a predictor of equity returns in innovation-based companies, fixed income factor investing and the role of China’s second tier cities in the shift toward a consumption-driven economy.

To find out more, click on “Download PDF”.


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