Institutions

Introducing
Shifting DC Times

A publication focused on the latest DC thinking across four essential plan components, with concrete ways to turn ideas into action.

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Introducing Shifting DC Times Publication

Expert practitioners in factor science

Factor investing can help institutions drive more precise investment and asset allocation decisions in an attempt to optimize a truly diversified portfolio, targeting a specific risk/return objective.

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Invesco Global Factor Investing Study

We explore the growth of factor investing via in-depth, face-to-face interviews with institutional investors.

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Duy Nguyen
Factor investing is one of three pillars we have access to. With the ability to use active, passive and factor, the breadth of our capabilities is expanded to derive the outcomes our investors want from us.”

Factor investing: An introduction

We explore the concept of factor investing, describe its history and highlight popular factors.

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Building balanced factor portfolios

A guide to build a factor portfolio of value and momentum that seeks to outperform market benchmarks.

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News & Events | View all news & events

Positioning Your Fixed Income Portfolio Amidst a Changing Macro Economy

Webinar

The Invesco Fixed Income team shares insights from its Global Fixed Income study, a compilation of views from 79 institutional fixed income investors around the world. Our experts walk through the study findings and discuss how global managers are positioning their portfolios for an increasingly volatile future.

Twitter | View Twitter feed

Invesco Real Estate’s David Wertheim explains how demographic changes and new technologies could drive demand for i… twitter.com/i/web/status/1…

2 hours ago

Bitcoin captured everyone’s attention in the past year, but John Frank believes the technology (blockchain) making… twitter.com/i/web/status/1…

23 hours ago

Invesco’s factor investing expert, Stephen Quance, shares insights from his daily contact with investors trying to… twitter.com/i/web/status/1…

1 day ago

Blog | View blog

Examining sector and factor performance in the third quarter of 2016

The high beta, value and size factors outperformed the broad-market S&P 500 Index by a sizeable margin during the third quarter. The S&P 500 Index rose a healthy 3.85%, but 14 smart beta strategies and two smaller-cap indices all outperformed the broader market.