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-0618.jpg
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

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: