Smart Beta
Smart Beta: New generation of choices
01 Jun 2012
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
Smart Beta: A smart beta taxonomy
01 Jun 2012
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...
Smart Beta: Creating custom solutions
01 Jun 2012
John Krieg discusses the findings of a survey of institutional investors’ changing perspectives on passive investing, and the growing use of customised beta strategies
Smart Beta: How equal-weighting wins
01 Jun 2012
Yuliya Plyakha, Raman Uppal and Grigory Vilkov discover a surprising crop of non-systematic alpha generated by the monthly rebalancing process
Smart Beta: Debt and demographics
01 Jun 2012
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...
Smart Beta: Re-balance of payments
01 Jun 2012
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 ...
