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Factor Investing

factor investing

Factor Investing: Trend convergence


Factor investing has proved to be one of the enduring innovations of asset management in recent years

Portfolio Construction: The last free lunch

By Christopher O’Dea

Robust portfolio construction has become the key to success in factor investing

The momentous challenge

By Christopher O’Dea

A successful momentum strategy requires close attention to trading costs and timing and the impact it has on returns

ESG: The sustainability factor


Integration of ESG within multi-factor portfolios is the next frontier in asset management

Is ESG inherently multi-factor?

By ,

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

ETFs: Smart beta or smart marketing?


Concerns remain about smart beta products and how investors are using them

Active Quant: A never-ending arms race


Quant funds face a perpetual battle for innovation

Switzerland: Unique challenges

By David Turner

The small size of the stock market hinders the deployment of factor investing in Switzerland

On the record: Do you believe in factors?


Sparinstitutens Pensionskassa (SPK), KBC Pensioenfonds, Migros Pensionskasse

Small caps: The smaller company effect


Harnessing the small-cap effect can come at a cost

All Factor investing in depth


Merseyside, People’s Pension allocate to ESG smart beta funds

Fri, 18 Jan 2019By ,

UK schemes backing climate change themed funds to reduce carbon output while maintaining performance


Mandate roundup: UK pension pool confirms £1bn smart beta allocation

Mon, 12 Nov 2018By IPE Staff

Plus: Family office hunts securitised credit investor; Danish foundation wants EM manager; German state appoints Hermes EOS

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ERI Scientific Beta raises alarm over popular factor analysis tools

Tue, 6 Nov 2018By

Tools could prevent investors from achieving their factor diversification objectives, index provider warns

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ESG roundup: PGGM backs airport group’s green bond

Tue, 23 Oct 2018By ,

Plus: IIGCC offers ‘how to’ guide on climate and investment; Merseyside LGPS selects new smart beta climate index

All Smart Beta News