In this article, the authors explore the benefits of strategic allocations to factor premia for long-horizon
investors. They consider single-asset-class and multi-asset-class factor premia …

Investors face similar macroeconomic risks and opportunities regardless of their individual
investment preferences. To best navigate growth and inflation concerns, the authors propose …

Factor investing has become mainstream, but most approaches still focus on equites. We
have developed a factor-based commodity strategy which takes note of the particular features …

Many investors expect a well-crafted asset allocation strategy to provide exceptional risk
management through diversification. However, research has shown that asset returns can be …

Frank Fabozzi interviewed three members of Invesco’s quantitative asset-management team—Scott
Wolle, Jay Raol, and Scott Hixon—about multifactor investing and multiasset …

… In the lead article “Multi-Asset Class Factor Premia: A Strategic Asset Allocation
Perspective” Stefano Cavaglia, Louis Scott, Kenneth Blay, and Scott Hixon, the authors offer a …

A nonlinear inviscid analysis of unsteady lifting and non-lifting airfoil responses to a finite-amplitude
unsteady, vortical two-dimensional gust in a subsonic flow is conducted for a range …

The nonlinear response of symmetric and loaded airfoils to an impinging vortical gust is
investigated in the parametric space of gust dimension, intensity, and frequency. The study, …

A macro factor perspective can help guide portfolio allocation by focusing on salient
macroeconomic factors like growth or inflation. We study the link between such macro factors and …

… by Scott Hixon of Invesco. Robert Harlow from T. Rowe Price demonstrates hedging techniques
using stock index futures and put options, while Vineer Bhansali of LongTail Alpha LLC …