Factor Investing – Page 7
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Special Report
Smart beta strategy evaluation and due diligence
Factor investing seeks to identify and capture broad, persistent drivers of return. It is the formalisation of, for example, the idea of seeking inexpensive companies (value investing) or high quality balance sheets (quality investing) – intuitive investment styles that have long been part of the active management toolkit
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Special Report
Advanced engineering
Factor investing has powered the growth of generic smart beta strategies underlying the broad ETF market. But it is entering a new phase of development that is seeing institutional investors move from studying the approach to adopting tailored versions
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Special Report
EDHEC European ETF Survey 2015 – some key results
EDHEC Risk Institute conducted its ninth survey1 of European investment professionals on the usage and perceptions of ETFs at the end of 2015 with the support of Amundi ETF, Indexing & Smart Beta. EDHEC-Risk Institute’s ETF surveys now provide a continuous assessment of practices and views amongst professional investors since 2006.
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News
Hope for better returns piques interest in factor investing – survey
Focus switches from risk management to improving returns, BlackRock says
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Special Report
Railways Pension Scheme: World-class transformation
Gail Moss investigates how the UK Railways Pension Scheme transformed its investment strategies to cope with the low-return environment that has followed the global financial crisis
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Special Report
Factor Investing: Navigating the factor maze
IPE’s deputy editor Daniel Ben-Ami remembers the first time he heard the term ‘factor investing’. Although the subject seemed new in some respects, in other ways it was strangely familiar
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Special Report
Factor investing: Pension funds in two minds
Factor investing might be a relatively new approach but some pension funds are already employing it with success. Others are looking on with interest
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Special Report
Investment Options: Deciding factors
Investors looking to enter the world of factor investing are faced with an array of products from simpler beta strategies to actively managed quant funds
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Special ReportThe French quant connection
Brendan Maton explores the pre-eminence of engineering in French elite education and the extent of its success in application in asset management
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Special Report
Portfolio Construction: Calculated risks
Factor investing promises to outperform both passive and active management. Carlo Svaluto Moreolo discusses the issue of implementation
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Special Report
Pioneers: Better be smart
Lynn Strongin Dodds finds that as the strategy becomes more popular, pioneers in the alternative-indexation field are warning investors to avoid being just performance chasers
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Special Report
Origins of the smart beta species
Andrew Clare, Stephen Thomas and Nick Motson trace the roots of smart beta that began as a test of the Efficient Market Hypothesis in universities in the 1970s
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Special Report
At the core of smart beta
Charlotte Moore attempts to pin down the characteristics at the heart of factor investing
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Special Report
Index Providers: Benchmark bonanza
The rapid growth and popularity of new of multi-factor smart beta strategies are fuelling the creation of a plethora of indices
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Special Report
Assessing Smart Beta: Some rough with the smooth
Anyone hoping to benefit from factor investing should be willing to accept significant periods of underperformance
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Special Report
Factor Alignment: Tailor with care
The wide range of uses to which factor investing can be put means investors need to ensure the approach and methodology are suitable for the intended strategy
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News
AP7 selects managers for SEK230bn in passive equity mandates [updated]
Swedish pension investor hires manager, drops Svenska Handelsbanken
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News
UK’s Railpen backs Unigestion multi-factor funds
First allocation to equity strategy with short risk factors
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News
France's Ircantec makes first foray into factor investing
French scheme awards smart beta, credit mandates
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News
RPMI grows alternative risk premia team with EDHEC hire
Asset manager views alternative risk premia as ‘core element’ of new investment approach
