Factor Investing – Page 4
-
NewsOrtec Finance advocates factor-based approach to asset-liability management
Carry, value, momentum and low volatility factors can be implemented strategically as well as tactically, consultant argues
-
News
Joseph Mariathasan: Factor investing – is it overcrowded?
The debate about valuations and overcrowding in factor-based strategies shows no signs of abating
-
Special Report
Is ESG inherently multi-factor?
Multi-factor ESG is probably more successful as a marketing term than it is at providing a coherent approach to mixing ESG and other factors in a portfolio-construction methodology
-
Special Report
ESG: The sustainability factor
Integration of ESG within multi-factor portfolios is the next frontier in asset management
-
Special ReportFactor Investing: Trend convergence
Factor investing has proved to be one of the enduring innovations of asset management in recent years
-
Special Report
Portfolio Construction: The last free lunch
Robust portfolio construction has become the key to success in factor investing
-
Special Report
Switzerland: Unique challenges
The small size of the stock market hinders the deployment of factor investing in Switzerland
-
Special Report
The momentous challenge
A successful momentum strategy requires close attention to trading costs and timing and the impact it has on returns
-
Special Report
Fixed income: Starting to catch up
Exchange-traded funds have made most of the running in fixed income
-
Special Report
ETFs: Smart beta or smart marketing?
Concerns remain about smart beta products and how investors are using them
-
Interviews
On the record: Do you believe in factors?
Sparinstitutens Pensionskassa (SPK), KBC Pensioenfonds, Migros Pensionskasse
-
Special Report
Active Quant: A never-ending arms race
Quant funds face a perpetual battle for innovation
-
News
Varma expands risk-factor strategies in ‘challenging environment’
Finnish pensions giant extends action to dampen equities correlation
-
News
AP7 paves way for first risk factor investments
Swedish premium pension default fund tenders for advice on “active alpha” procurement
-
NewsAP2 creates ESG-led multi-factor equity indices for €10bn portfolio
Swedish national pensions buffer fund achieves 9.1% return for 2017
-
News
ATP makes near 30% annual return on investment portfolio
Equities gains make up half of investment profit at Danish pensions giant
-
NewsPension fund seeks Swiss equity factor investing fund via IPE Quest
Swiss pension fund is looking to allocate CHF350m
-
NewsERI Scientific Beta criticises Mercer factor investing report
Consultant tells IPE it ‘respectfully disagrees’ with factor investing group’s analysis
-
News
The challenges facing asset managers in 2018
Moody’s believes the outlook for providers is stable – but some big challenges remain
