Smart Beta – Page 5
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Special ReportThe smart beta family tree
The range of new forms of ‘beta’ can leave investors bewildered. Martin Steward’s illustrative taxonomy offers a flavour of how these solutions might be categorised and how they relate to one another, and lists the key research papers that first described each methodology.
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Special Report
Smart beta: Smart investing or smart trading?
There are limited ways to explain the excess returns that smart beta generates over the market portfolio. Martin Steward uncovers a world of contention over which are the most important
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Special Report
Smart beta: Lend to those that don't need it
Mike Story offers the case for taking the smart beta concept into the world of bonds
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Special Report
Smart beta: Neither 'smart' nor 'beta'
John Velis offers the case against taking the smart beta concept into the world of bonds
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Special Report
Smart beta: The nirvana of equity investing?
Low turnover, low fees, repeatable and testable rules and an avoidance of concentration in the biggest stocks make the smart beta idea compelling, concedes Matthew Beddall. But none of that can make a great-looking backtest into reality
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Special ReportSmart beta: A genuine revolution
Remember 130/30 funds? Most investment journalists do, because they delivered one of those periodic lessons in a major peril of their profession – getting caught up with next hot product
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Special Report
Smart beta: Blurring the lines
The smart-beta or factor revolution is breaking down the boundaries between active and passive management. But Brendan Maton finds this introducing as many new questions as solutions
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Special Report
Smart beta: A match made in smart-beta heaven?
Combining fundamental indexation and minimum variance appears to smooth out the bumpy ride usually associated with harvesting the value-risk premium, finds Charlotte Moore
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Special Report
Smart beta: The battle for the middle
Smart beta has succeeded because it can help solve not one but two important problems, writes Emma Cusworth. But investors need to be clear about which problem they are solving
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Special Report
Smart beta: Smart beta's Tower of Babel
Smart beta systematically introduces different risks than those contained in the market portfolio – and yet mandates are still generally benchmarked against the market. Brendan Maton writes about the urgent need for more suitable measures of risk and return
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News
Research Affiliates, Citi launch corporate bond fundamental index
Smart-beta index claims higher return for less volatility in investment-grade credit
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News
Majority of institutions to move towards smart-beta investments – State Street
Survey finds investors see smart beta as viable alternative for passive, active management
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News
Tilburg University's Slager sets out checklist for smart-beta investors
Pension fund management professor warns of governance challenges for European schemes
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News
IPE Awards Seminar: Market concentration to boost smart beta – TOBAM
Smart-beta strategies set to give investors higher relative returns over next few years, president says
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Special Report
Smart Beta: A smart beta taxonomy
Daniel Leveau and Des Morris categorise the alternative indexing universe and recommend that investors build diversified, smart-beta portfolios. By focusing on risk and return, they should achieve the desired results
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Special Report
Smart Beta: Creating custom solutions
John Krieg discusses the findings of a survey of institutional investors’ changing perspectives on passive investing, and the growing use of customised beta strategies
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Special Report
Smart Beta: How equal-weighting wins
Yuliya Plyakha, Raman Uppal and Grigory Vilkov discover a surprising crop of non-systematic alpha generated by the monthly rebalancing process
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Special Report
Smart Beta: Debt and demographics
Investors should look for risk to be compensated by attractive premia. But Christoph Gort argues that market-cap weighted bond indices fail to deliver this. New index methodologies will allow for more efficient global bond investing
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Special Report
Smart Beta: New generation of choices
The ‘smart beta’ revolution is taking investors from one ‘passive’ solution – the cap-weighted index – to many. Rachel Fixsen looks at the questions this raises
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Special Report
Smart Beta: Re-balance of payments
Market-cap equity indices have come in for stiff criticism over recent years, but Martin Steward finds their shortcomings are nothing compared with the bond market. A new breed of indices attempts to address their worst failings
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