Smart Beta
In-depth reporting on Smart Beta investment strategies for our pension fund and asset management readers from IPE’s award-winning journalists.
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Special ReportCase study: Caja de Ingenieros Gestion - The rise of smart beta
The Spanish pension provider Caja de Ingenieros Gestion serves more than 215,000 members, predominantly from the Spanish engineering sector, using an investment style based on independent analysis, with a bottom-up approach.
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NewsSmart beta pioneer reignites debate on factor timing
Research Affiliates founder Rob Arnott finds ‘most factors look very cheap’ in a new paper highlighting the attractiveness of many equity factor strategies
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Opinion PiecesViewpoint: Alternative risk premia strategies stand tall amid turmoil
While bond and equity markets have been pummeled in 2022, Alternative Risk Premia strategies have at last been able to demonstrate their diversification prowess. Will this year’s performance restore investor confidence in these strategies after the painful results of 2020?
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East Sussex Pension Fund nearly out of fossils with Osmosis global equity mandate [updated]
UK local authority pension fund says passive equity switch removes £17m of fossil fuel shares from portfolio
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NewsSurvey: Active, smart beta ETFs to see uptick in next three years
JPMorgan Asset Management says ETF allocations held in passive products will decline to 61% of portfolios
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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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Singapore Exchange snaps up Scientific Beta
Singapore Holding of EDHEC endowment fund to retain 7% stake
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NewsPRI consults on challenges to ESG, active ownership in passive investing
Organisation wants to ‘develop market thinking in this area given its rapid development and increasing importance of passive strategies’
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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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Factor investing can apply to bond investing, says Amundi research
While factor investing is now a common approach for equities, it is still in its infancy in the bond universe
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Merseyside, People’s Pension allocate to ESG smart beta funds
UK schemes backing climate change themed funds to reduce carbon output while maintaining performance
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NewsMandate roundup: UK pension pool confirms £1bn smart beta allocation
Plus: Family office hunts securitised credit investor; Danish foundation wants EM manager; German state appoints Hermes EOS
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ERI Scientific Beta raises alarm over popular factor analysis tools
Tools could prevent investors from achieving their factor diversification objectives, index provider warns
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ESG roundup: PGGM backs airport group’s green bond
Plus: IIGCC offers ‘how to’ guide on climate and investment; Merseyside LGPS selects new smart beta climate index
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Smart beta index provider shuns China A-shares citing trading limitations
ERI Scientific Beta warns on caps to derivatives and capacity limits for rebalancing
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Schroders targets DC default market with sustainable factor-based launch
Asset manager secures backing from UK defined contribution schemes to open ESG-tilted fund with £350m
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Kempen to close ‘passive’ funds worth €400m in strategic shift
Asset manager to cease its fundamental index strategy, affecting a number of undisclosed institutional investors
