{"id":68457,"date":"2018-01-17T01:10:00","date_gmt":"2018-01-17T00:10:00","guid":{"rendered":"http:\/\/beta.next-finance.net\/news\/amundi-extends-its-smart-beta-and-factor-investing-range-with-a-new-dynamic-multi-factor-allocation-process\/"},"modified":"2018-01-17T01:10:00","modified_gmt":"2018-01-17T00:10:00","slug":"amundi-extends-its-smart-beta-and-factor-investing-range-with-a-new-dynamic-multi-factor-allocation-process","status":"publish","type":"post","link":"http:\/\/beta.next-finance.net\/en\/news\/amundi-extends-its-smart-beta-and-factor-investing-range-with-a-new-dynamic-multi-factor-allocation-process\/","title":{"rendered":"Amundi extends its Smart Beta and Factor Investing range with a new Dynamic Multi Factor Allocation process"},"content":{"rendered":"<p>These sub-funds aim to seek long-term capital growth<br \/>\nby applying a Dynamic Multi Factor Allocation<br \/>\nprocess on Eurozone, Europe and Global equity universe, respectively. It offers investors the<br \/>\nopportunity to capture factor risk premia and navigate through equity market cycles.<\/p>\n<p><em>\u201cFactor Investing is gaining strong traction amongst investors and we are pleased to extend our broad<br \/>\nSmart Beta and Factor Investing capabilities. We are convinced that this risk-focused investment<br \/>\nphilosophy will meet investors\u2019 structural need for robust risk-management through factors, as well as<br \/>\nhelping them facing the very specific current environment\u201d<\/em> declares Fannie Wurtz, Managing Director<br \/>\nAmundi ETF, Indexing &#038; Smart Beta.<\/p>\n<p>Amundi\u2019s Dynamic Factor Allocation process puts risk management at the core of the strategy: <em>&#8220;We<br \/>\nbelieve that the best way to achieve long-term and robust performance is to manage all the different<br \/>\nrisk dimensions&#8221;<\/em> says Bruno Taillardat, Global Head of Smart Beta and Factor Investing at Amundi.<br \/>\n<em>&#8220;Once we build consistent and robust factors, the challenge is to allocate among them all along the<br \/>\ncycle, as risks evolve over time.\u201d<\/em><\/p>\n<p>The investment process is based on 3 steps<br \/>\nFirstly, factor portfolios are built using Amundi<br \/>\nproprietary research capabilities. Factors are then combined using a strategic allocation methodology,<br \/>\nwhere each factor must contribute equally to the portfolio risk profile. The management team<br \/>\nimplements long-term combination in line with market regime shift periods. In addition, to avoid bias<br \/>\nand to tackle valuation risks, the team readjusts tactically among factors. Finally, portfolio guidelines<br \/>\nare applied to avoid concentration and limit execution costs.<\/p>\n<p>These Amundi Dynamic Multi Factor Allocation solutions are managed within the Smart Beta and<br \/>\nFactor Investing dedicated platform, supported by Thierry Roncalli, Head of Quantitative Research at<br \/>\nAmundi, and his teams. In addition to open-ended funds, Amundi teams are fully committed to adapt<br \/>\nthe approach to specific investors\u2019 constraints to build customized solutions; for instance with the<br \/>\nintegration of SRI, ESG, and Low Carbon criteria, which can be considered as unrewarded risks.<\/p>\n<p>Overall, the Amundi Smart Beta and Factor Investing Solutions platform represents more than \u20ac19bn<br \/>\nAUM*, with a wide range of risk-efficient and factor investing solutions available in active and passive<br \/>\nmanagement. <\/p>\n","protected":false},"excerpt":{"rendered":"<p>Amundi launches a dynamic multi factor equity range within its Luxembourg<br \/>\ninternational flagship Amundi Funds SICAV: \u201cAmundi Funds Dynamic Multi Factors Euro Equity\u201d,<br \/>\n\u201cAmundi Funds Dynamic Multi Factors Europe Equity\u201d and \u201cAmundi Funds Dynamic Multi Factors<br \/>\nGlobal Equity\u201d. <\/p>\n","protected":false},"author":20,"featured_media":68455,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":[],"categories":[1470],"tags":[1655,1718,1651,1711,1691,1686,2118],"_links":{"self":[{"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/posts\/68457"}],"collection":[{"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/users\/20"}],"replies":[{"embeddable":true,"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/comments?post=68457"}],"version-history":[{"count":0,"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/posts\/68457\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/media\/68455"}],"wp:attachment":[{"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/media?parent=68457"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/categories?post=68457"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/tags?post=68457"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}