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Factor Investing

special report factor investing

Special Report Factor Investing: Meeting expectations

By

It is important to have realistic expectations about what factor investment can deliver

The great factor debate

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Daniel Ben-Ami examines a key question that is too often neglected: why does factor investing work?

A risk-reducing factor

By David Turner

Many factor investors use timing as a way to reduce risks, writes David Turner

Crowding concerns

By Paul Amery

The rise in popularity of factor investing strategies and products raises questions about crowding, writes Paul Amery

Factor investing embraces big data

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Greater computing power means greater potential for factor investing, finds Carlo Svaluto Moreolo

Getting the blend right

By Paul Amery

Investors need to consider the interaction effects between different factors when constructing multi-factor portfolios, writes Paul Amery

The growth has only just begun

By

Lynn Strongin Dodds sees signs pointing to a continuing rise in factor-based investing

Full of EM promise

By David Turner

David Turner finds elements of factor investing that could make the strategy ideal for emerging markets

Gaining currency as a risk control

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Lynn Strongin Dodds finds that worries about currency risk are leading investors to consider factor-based approach when investing in foreign exchange markets

Beat the bond benchmarks

Investors may be losing significant returns by failing to apply factor investing to bonds, says Barbara Petitt

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

All Factor investing in depth

Rob Arnott, Research Affiliates

IPE 360: Pension funds and managers 'have to know why they are winning'

Mon, 26 Jun 2017By

Pension fund researcher and quant manager agree better information exchange is the way forward in active management

Road sky clouds horizon long-term distance

New research 'quantifies' long-term investment premium

Wed, 21 Jun 2017By

Accessing the benefits of long-term investing will require a major shift in mindset, expanded skills

Magnifying glass

Smart beta products facing transparency problems, investors say

Wed, 14 Jun 2017By IPE Staff

Information about data-mining risk most difficult to obtain, according to EDHEC-Risk Institute poll

Stock market returns

Joseph Mariathasan: Strategy selection vs manager selection

Mon, 10 Apr 2017By

Picking the right approach to global equities can prove more valuable to selecting managers

All Smart Beta News