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Factor Investing

special report factor investing

Special Report Factor Investing: Meeting expectations


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

The great factor debate


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


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


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


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

A Boots pharmacy store

Boots Pension Scheme backs Legal & General multi-factor fund

Wed, 26 Jul 2017By Raji Menon

Global equity portfolio based on indices designed by EDHEC Risk Institute’s Scientific Beta

Aris Prepoudis, CEO, RobecoSAM

Interview: RobecoSAM CEO on ESG’s ‘unprecedented transformation’

Fri, 30 Jun 2017By

Aris Prepoudis on the increasing demand for quantitative investing combined with environmental, social, and governance factors

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

All Smart Beta News