All Factor Investing articles – Page 8
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Interviews
On the Record: Do you employ smart beta strategies?
Three pension funds - FRR, NEST and USS - share their thoughts about smart beta strategies
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Special Report
Top 400: Multi-asset – in search of opportunities
A complex and changing pensions market means responsiveness is key for asset managers, say Nigel Birch and Will Mayne
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NewsUK 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 multi-factor portfolio construction: The tracking error factor
Dynamic risk allocation delivers the benefits of factor investing without the crippling tracking error risk
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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
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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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Features
Focus Group: Smarter than the average beta?
Over half of the funds responding to this month’s Focus Group survey currently allocate to investments that employ smart beta concepts, with an average of 17.5% of their equity portfolio managed in this way. Nine funds are considering further allocations.
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Special ReportSmart beta commodity indices: A smarter approach to commodity investing
Traditional commodity indices were problematic from the start, but fixing them without introducing greater complexity is easier said than done
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Special ReportBeta, smart beta, alternative beta: Extracting equity market risk
Those who criticise the smart beta concept suggest other ways to extract equity market risk
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Special ReportSmart beta hedge fund replication: Aping alpha
The first wave of hedge fund replication petered out nearly 10 years ago, but new approaches are reviving interest and allocations
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Special ReportTactical asset allocation: When diversification is a better bet than timing
Practical difficulties of tactical asset allocation confirm the case for buying, holding and diversifying
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NewsLyxor announces product push, goal to grow AUM by 50% by 2018
New organisation to comprise ETFs & Indexing, Absolute Return & Solutions and Alternatives & Multi-Management
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NewsIntricate risk controls have damaged portfolios, says 300 Club
Idaho’s Bob Maynard says ‘transparency’ should be main method of controlling risk
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Special Report
Smart beta: Collecting the premiums
Martin Steward spoke to Denmark’s PKA about its pioneering approach to extracting risk and return from equity markets – and beyond
