Abstract
Frank Fabozzi interviewed three members of <bold>Invesco’s </bold>quantitative asset-management team—<bold>Scott Wolle</bold>, <bold>Jay Raol</bold>, and <bold>Scott Hixon</bold>—about multifactor investing and multiasset strategies. A video recording of the complete interview is available on the PMR website at <ext-link>https://www.pm-research.com/Wolle-Hixon-Raol</ext-link>. They discussed the following: <list><list-item> the history of factor investing beyond equity factors, and its current relevance to commodity and fixed-income investors; </list-item><list-item> the underlying philosophy of factor investing; </list-item><list-item> the practicalities of factor investing, including nonequity factors; and </list-item><list-item> how a macrofactor perspective can simplify asset allocation. </list-item></list> Factors are powerful tools for helping to clarify the risk and return behavior of securities. The rapid propagation of factors has incentivized the use of macrofactors to manage this profusion better and to understand portfolio risk more comprehensively.
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