Smart Beta – Page 3
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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
AP funds struggling with investment restrictions, says AP2 CIO
Buffer funds’ risk taking should be controlled in ‘a more nuanced way’
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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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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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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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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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Pension funds step up hedge fund allocations as consultant use spreads
One in two investors to boost alternatives weighting this year, survey shows
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France's Ircantec makes first foray into factor investing
French scheme awards smart beta, credit mandates
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Smart beta growth hits 29%, as demand for minimum variance takes hold
Spence Johnson research shows passive minimum variance strategies growing in popularity
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Mandate roundup: Dorset County, Wiltshire Pension Fund, Loomis Sayles
Dorset pension fund targets two managers for £480m in global active, smart-beta equity strategies
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News
UK Railways Pension Scheme takes big strides in risk-factor equities
Dedicated team puts half of public equities in ‘smart beta’ strategies, with further moves on the agenda for 2015
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Special ReportFocus Group: Pension funds get smart
The days of smart beta being all talk and no action in the pensions world are long gone
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Special ReportInterview: James d'Ath, Indexx Markets
Indexx Markets’ James d’Ath talks about whether ‘smart alpha’ could strip out unwanted fund costs to deliver purified active management
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Special ReportSmart beta: equities and beyond
As soon as one starts edging out of traditional asset classes, identifying market beta – let alone the ‘smart’ version –becomes more and more difficult
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Special ReportSmart beta performance: Proving their worth
Real-market performance of three of the leading equity smart beta strategies shows these approaches have something worthwhile to offer
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Special ReportSmart beta and currencies
In currency markets there is arguably no beta, but risk-factor trading has a long history in the asset class
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Special ReportSmart beta factor investing: The long and short of it
True factor investing involves short as well as long positions, yet the costs of shorting erodes much of the benefits
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Special ReportSmart beta: Smart enough for bonds?
Is smart beta more difficult to implement in fixed income?
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Special ReportSmart beta and fixed income: Here for the duration
Smart beta would appear to make a lot of sense in fixed income, but market peculiarities can add complexity to many of the resulting products
