Factor Investing – Page 2
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Special ReportFactor investing: Crisis factor
What are the prospects for factor-based portfolios after the recent market crash?
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Special Report
Factor investing: Will corona be a watershed moment for credit factor investing?
Credit factor investing is in its early stages, but models and data are improving
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Opinion Pieces
Factor investing: Viewpoint: The case against factor investing
Factor products are not necessarily a panacea for equity market outpeformance
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News
Sector biases skew low vol smart beta performance in downturn
US low volatility strategies fail to provide downside protection in 2020 crash
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Opinion PiecesViewpoint: A more precise way to unlock targeted factors
Factor investing is built on the premise that investors can manage risk and returns by applying an appropriate mix of equity factors such as value, quality, size, momentum and low volatility.
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NewsAon: factor investing overcrowding fears ‘not justified’
It is unrealistic to foresee a situation where factor premiums are wiped out completely
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News
Singapore Exchange snaps up Scientific Beta
Singapore Holding of EDHEC endowment fund to retain 7% stake
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NewsFactor investors seen largely unfazed by recent underperformance
59% report planning to increase their allocation to factor strategies
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News
European asset owners drive growth in smart beta strategy use
More than half of global institutional investors use smart beta strategies, according to FTSE Russell, led by 65% of investors in Europe
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NewsATP future-proofs quant portfolio with environmental factor addition
Denmark’s biggest pension fund reduces carbon footprint with addition of environmental ‘signal’ to equities investments
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News
Swiss pension fund seeking ideas for low-volatility equity strategy
Strategy should cut out absolute downside risk
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Special ReportFactor investing: The paradox of low volatility
Despite scepticism by some investors, low-volatility investing does appear to work, especially during market downturns
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Special ReportStrategy: Factor rotation hits record pace
Tilting between factors could work well in this environment
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Special ReportMulti-factor ETFs: A recipe only as good as its ingredients
The performance of multi-factor ETF strategies reflect the choice of factors as well as portfolio construction
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FeaturesDeviate at your own risk
The recent controversy about factor investing has probably not caused any distress to the investment industry, let alone the wider public, but it is a fundamental one
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Interviews
On the record: Delivering on our promise
Dmytro Sheludchenko of Sweden’s AP1 buffer fund explains how it constructs and manages its factor-investing portfolios
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Special ReportTaxation: How to soften the tax bite
Research shows tax management can boost returns from factor investment
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Special Report
Definitions: Contrasting approaches pose a predicament
Investors face a quandary as analytical tools depart from standard academic definitions of factors
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Special ReportApplying rocket science to EMs
Factor investing strategies are increasingly being used in emerging market investing
