Resisting the temptation of factor timing
Etienne Vincent - Head of Global Quantitative Management, THEAM
THEAM, A transparent ‘quantamental’ manager
THEAM’s award-winning funds are based primarily on its distinctive interpretation and application of academic research, and its proprietary research, into areas including anomalies around behavioural finance. THEAM belongs to one of Europe’s largest asset managers, BNP Paribas Investment Partners (BNPP IP), which manages over €530 billion, across around 20 groups with structures ranging from internal units to autonomous groups and partly or wholly owned subsidiaries, including THEAM, which manages around €38 billion. THEAM pursues predominantly systematic and quantitative, model-driven, investing, including indices and ETFs (branded as BNP Paribas Easy), multi-strategy quantitative approaches, factor-based investing, and ‘smart beta’.
THEAM offers you a comprehensive range of managed, transparent and innovative investment solutions applied to equity, bond and multi-asset class portfolio management.
Benefit from the performance of geographical, sector or theme-based indices and from an accurate tracking process in a simple and transparent manner
Share in a portion of the upward potential of financial markets and asset classes, while benefiting from partial or full protection of the capital
Research & Events
THEAM Research focuses on quantitative research, risk analysis, process optimisation and the development of mathematical models.
These models are used in various asset management areas to help ensure continuous financial optimisation and innovation.
Invitation to the EDHEC-Risk Days 2016, London, United Kingdom
Join us at the EDHEC-Risk Days on March 15-16 at the Brewery in London. The conference will feature several sessions on topics that are key issues in the industry today. Smart beta, infrastructure investing, retirement solutions, multi-asset allocation solutions will be high on the agenda.
Smart beta: a new approach to performance and risk
The asset management business now has to rapidly evolve in order to meet investors’ needs. An asset allocation based solely on a macroeconomic view and a breakdown by asset class, region or sector is no longer sufficient for investors. They seek real risk diversification and as such are increasingly looking for exposure to specific risk and performance factors, often called smart beta factors. In recent years, the development of smart beta strategies has rapidly spread in the equity universe and is now gaining in popularity in other asset classes such as corporate bonds or commodities. This is no longer a mere trend, but a new investment approach.
The rapid expansion of smart beta strategies The asset management business now has to rapidly evolve in order to meet investors’ needs. An asset allocation based solely on a macroeconomic view and a breakdown by asset class, region or sector is no longer sufficient for investors. They seek real r ...