Ping An unit prepares factor investing foray

Insurance giant’s asset management arm turns to alternative risk premia as fundamental returns in emerging markets begin to shrink

Ping An Bank is part of the Ping An Group, whose primary business is insurance

The asset management unit of China’s largest insurer Ping An is close to launching an alternative risk premia strategy for clients as it seeks to exploit local interest in quantitative investing and reduce its reliance on fundamental approaches. The firm is also developing an artificial intelligence platform to select the portfolio, but these plans are less advanced.

The alternative risk premia, or ARP, strategy aims to weigh factors such as carry, momentum and volatility over price, across

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