In the latest Scientific Beta special issue supplement to Pensions & Investments, we introduce our new Market+ solution, which enables investors to pursue both performance and sustainability objectives while closely aligning their portfolios with the market cap benchmark and respecting their relative risk budget constraint.

We then present a novel risk management technique, which enables investors to mitigate the economic risks associated with diversified multi-factor strategies while preserving their benefits. We then highlight the importance of economic risks in driving equity portfolio returns. We then discuss new approaches to Quality and Defensive investing which are designed to address their typical biases.

We also examine factor investing in emerging markets, highlighting the potential of a robust diversified multi-factor strategy to deliver strong risk-adjusted performance. Finally, we discuss a three-step approach for designing multi-factor strategies that address both sides of the climate transition by reducing climate transition risk exposure and investing in climate solutions while preserving factor characteristics.