All Factor Investing articles
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Special ReportFactor investing: Keeping a distance from single factors
The fluctuations of single factor returns have bolstered multi-factor strategies
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Special Report
Factor investing: Crisis factor
What are the prospects for factor-based portfolios after the recent market crash?
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Special Report
Factor investing: Viewpoint: The case against factor investing
Factor products are not necessarily a panacea for equity market outpeformance
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Special Report
Factor investing: The paradox of low volatility
Despite scepticism by some investors, low-volatility investing does appear to work, especially during market downturns
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Special Report
Strategy: Factor rotation hits record pace
Tilting between factors could work well in this environment
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Special Report
Multi-factor ETFs: A recipe only as good as its ingredients
The performance of multi-factor ETF strategies reflect the choice of factors as well as portfolio construction
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Special Report
Taxation: How to soften the tax bite
Research shows tax management can boost returns from factor investment
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Special Report
Definitions: Contrasting approaches pose a predicament
Investors face a quandary as analytical tools depart from standard academic definitions of factors
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Special Report
Applying rocket science to EMs
Factor investing strategies are increasingly being used in emerging market investing
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Special Report
Is ESG inherently multi-factor?
Multi-factor ESG is probably more successful as a marketing term than it is at providing a coherent approach to mixing ESG and other factors in a portfolio-construction methodology
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Special Report
ESG: The sustainability factor
Integration of ESG within multi-factor portfolios is the next frontier in asset management
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Special Report
Factor Investing: Trend convergence
Factor investing has proved to be one of the enduring innovations of asset management in recent years
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Special Report
Portfolio Construction: The last free lunch
Robust portfolio construction has become the key to success in factor investing
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Special Report
Switzerland: Unique challenges
The small size of the stock market hinders the deployment of factor investing in Switzerland
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Special Report
The momentous challenge
A successful momentum strategy requires close attention to trading costs and timing and the impact it has on returns
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Special Report
Fixed income: Starting to catch up
Exchange-traded funds have made most of the running in fixed income
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Special Report
ETFs: Smart beta or smart marketing?
Concerns remain about smart beta products and how investors are using them
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Interviews
On the record: Do you believe in factors?
Sparinstitutens Pensionskassa (SPK), KBC Pensioenfonds, Migros Pensionskasse
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Special Report
Active Quant: A never-ending arms race
Quant funds face a perpetual battle for innovation
