Factor Investing – Page 6
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Special Report
Getting the blend right
Investors need to consider the interaction effects between different factors when constructing multi-factor portfolios, writes Paul Amery
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Special Report
Factor investing embraces big data
Greater computing power means greater potential for factor investing, finds Carlo Svaluto Moreolo
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Special Report
Beware of taking labels at face value
Sebastian Ceria and Melissa Brown warn that exchange-traded funds with similar labels can generate widely different returns because of the way their portfolios are constructed
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Special Report
The growth has only just begun
Lynn Strongin Dodds sees signs pointing to a continuing rise in factor-based investing
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Special Report
Beat the bond benchmarks
Investors may be losing significant returns by failing to apply factor investing to bonds, says Barbara Petitt
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Special Report
Top-down versus bottom-up multi-factor approaches
Noël Amenc, Frédéric Ducoulombier, Felix Goltz and Sivagaminathan Sivasubramanian look at the pros and cons of top-down and bottom-up strategies for factor investing
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NewsInvesco to buy ETF specialist Source
Transaction to add $23bn in assets to Invesco’s exchange-traded fund business
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NewsJoseph Mariathasan: Strategy selection vs manager selection
Picking the right approach to global equities can prove more valuable to selecting managers
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NewsAP1 invests $250m in low-vol 'resource-efficient' equities fund
Manager says fund addresses worries about low-vol portfolio exposures
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NewsAsset management costs 'to drop by 10%': survey
Result of reduced fees and shift to ETFs and factor investing
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News
Why 2016 made a monkey out of market-cap indices
Academic research pits passive benchmarks and smart beta against randomly generated stock indices
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News
Study sheds light on smart beta transaction costs
Investors will be able to assess net returns arising from smart beta strategies through a new transaction cost measurement approach put forward by a research paper from EDHEC Risk Institute. Currently, smart beta providers do not routinely report transaction cost estimates for their strategies, and performance evaluation often relies on ...
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News
HSBC UK pension scheme adopts climate 'tilted' fund as DC default
Fund targets better risk-adjusted returns, protection against climate change risks
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NewsSwiss asset owners join forces in alternative risk premia foray
Group aims to grow Luxembourg-domiciled fund to $1bn
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News
EDHEC seeks to debunk Top 10 misconceptions of smart beta strategies
Smart beta does not generate alpha, says research institute in Top 10 mistaken claims list
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NewsAM Roundup: Morgan Stanley, L&G Capital, Tikehau, Temasek, FPP
Morgan Stanley IM launches US active factor equity fund for European investors
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News
Investors 'warming' to alternative ways of viewing portfolios – survey
Peer-group behaviour influential, with slow adoption of smart beta an obstacle
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Special Report
Understanding factor investing
Interest in factor investing is increasing. According to Morningstar data, over 60 smart beta-related ETFs were launched in 2015 in Europe, almost double the number launched in 2014
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Special Report
Interview: Denys Glushkov - Passive redux
For institutional investors trying to build a portfolio from the myriad smart beta ETFs providers are offering, the way forward might be a step back – to passive index investing.
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Special Report
The big picture on ETFs
The ETF industry continues to prosper on almost every metric. Yet it does face both headwinds and tailwinds
