Buy-siders are warming to a quant strategy in Japan that, until recently, seemed not to work too well.
Quality factor strategies – which favour companies scoring well on metrics such as profitability – are gaining from prime minister Shinzo Abe’s efforts to overhaul management culture, according to investors including JP Morgan Asset Management and Aberdeen Standard Investments. While such strategies have fared well globally, they have struggled in Japan.
“Quality hasn’t done much in Japan ove
The week on Risk.net, September 8-14, 2018Receive this by email