All Factor Investing articles – Page 6
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Special Report
Beware of taking labels at face value
Sebastian Ceria and Melissa Brown warn that exchange-traded funds with similar labels can generate widely different returns because of the way their portfolios are constructed
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Special Report
The growth has only just begun
Lynn Strongin Dodds sees signs pointing to a continuing rise in factor-based investing
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Special Report
Beat the bond benchmarks
Investors may be losing significant returns by failing to apply factor investing to bonds, says Barbara Petitt
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Special Report
Top-down versus bottom-up multi-factor approaches
Noël Amenc, Frédéric Ducoulombier, Felix Goltz and Sivagaminathan Sivasubramanian look at the pros and cons of top-down and bottom-up strategies for factor investing
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News
Invesco to buy ETF specialist Source
Transaction to add $23bn in assets to Invesco’s exchange-traded fund business
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News
Joseph Mariathasan: Strategy selection vs manager selection
Picking the right approach to global equities can prove more valuable to selecting managers
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News
AP1 invests $250m in low-vol 'resource-efficient' equities fund
Manager says fund addresses worries about low-vol portfolio exposures
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News
Asset management costs 'to drop by 10%': survey
Result of reduced fees and shift to ETFs and factor investing
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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
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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News
Swiss asset owners join forces in alternative risk premia foray
Group aims to grow Luxembourg-domiciled fund to $1bn
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News
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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News
AM Roundup: Morgan Stanley, L&G Capital, Tikehau, Temasek, FPP
Morgan Stanley IM launches US active factor equity fund for European investors
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News
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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Special Report
Understanding factor investing
Interest in factor investing is increasing. According to Morningstar data, over 60 smart beta-related ETFs were launched in 2015 in Europe, almost double the number launched in 2014
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Special Report
Interview: Denys Glushkov - Passive redux
For institutional investors trying to build a portfolio from the myriad smart beta ETFs providers are offering, the way forward might be a step back – to passive index investing.
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Special Report
The big picture on ETFs
The ETF industry continues to prosper on almost every metric. Yet it does face both headwinds and tailwinds
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Special Report
Smart beta strategy evaluation and due diligence
Factor investing seeks to identify and capture broad, persistent drivers of return. It is the formalisation of, for example, the idea of seeking inexpensive companies (value investing) or high quality balance sheets (quality investing) – intuitive investment styles that have long been part of the active management toolkit
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Special Report
Advanced engineering
Factor investing has powered the growth of generic smart beta strategies underlying the broad ETF market. But it is entering a new phase of development that is seeing institutional investors move from studying the approach to adopting tailored versions