The sustainable investor for a changing world

Low-volatility equity strategy

Key features

A global equity portfolio that seeks to exploit the low-volatility anomaly

A systematic approach that integrates ESG considerations

A team of 40 plus quantitative investment professionals

Investment philosophy 

We believe that investors’ behavioural biases are the main sources of persistent alpha in equity markets. For this reason, we use a research-driven, systematic approach.

Our proprietary research shows that the low-volatility anomaly exists across all sectors of equity markets, and that low risk stocks can generate higher risk-adjusted returns than broad market indices.

Investment process

Our Low-Volatility Equity strategy follows a systematic process that relies on proprietary research.

  • Investment universe creation and stocks scoring   
  • Portfolio construction
  • Portfolio implementation

Team and resources

BNP Paribas Asset Management is a long-standing player in the quantitative investing space, having launched our first factor-based equity and fixed income strategies in 2008 and 2009 respectively.

Our quantitative teams consist of more than 40 experts including portfolio managers, quantitative analysts and researchers, and investment specialists. They are supported by our Sustainability Centre and benefit from access to our global investment platform.

Our Quantitative Equity team is based in Paris. Laurent Lagarde, who has more than 14 years of industry experience, leads the team.

Investments are subject to market fluctuations and the risks inherent in investments in securities. The value of investments and the income they generate may go down as well as up and it is possible that investors will not recover their initial outlay, the strategies described being in risk of capital loss. There is no guarantee that the performance objective will be achieved.