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Factor Investing

Factor Investing: Navigating the factor maze


IPE’s deputy editor Daniel Ben-Ami remembers the first time he heard the term ‘factor investing’. Although the subject seemed new in some respects, in other ways it was strangely familiar

Assessing Smart Beta: Some rough with the smooth


Anyone hoping to benefit from factor investing should be willing to accept significant periods of underperformance

Portfolio Construction: Calculated risks


Factor investing promises to outperform both passive and active management. Carlo Svaluto Moreolo discusses the issue of implementation

Factor investing: Pension funds in two minds


Factor investing might be a relatively new approach but some pension funds are already employing it with success. Others are looking on with interest

Railways Pension Scheme: World-class transformation


Gail Moss investigates how the UK Railways Pension Scheme transformed its investment strategies to cope with the low-return environment that has followed the global financial crisis

Pioneers: Better be smart


Lynn Strongin Dodds finds that as the strategy becomes more popular, pioneers in the alternative-indexation field are warning investors to avoid being just performance chasers

Origins of the smart beta species

By , Stephen Thomas, Nick Motson

Andrew Clare, Stephen Thomas and Nick Motson trace the roots of smart beta that began as a test of the Efficient Market Hypothesis in universities in the 1970s

Index Providers: Benchmark bonanza


The rapid growth and popularity of new of multi-factor smart beta strategies are fuelling the creation of a plethora of indices

Investment Options: Deciding factors

Investors looking to enter the world of factor investing are faced with an array of products from simpler beta strategies to actively managed quant funds

Factor Alignment: Tailor with care


The wide range of uses to which factor investing can be put means investors need to ensure the approach and methodology are suitable for the intended strategy

The École normale supérieure in Paris

The French quant connection


Brendan Maton explores the pre-eminence of engineering in French elite education and the extent of its success in application in asset management

All Factor investing in depth

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

Cass Business School's "monkeys" beat the market cap index

Why 2016 made a monkey out of market-cap indices

Fri, 24 Mar 2017By

Academic research pits passive benchmarks and smart beta against randomly generated stock indices

Stock market numbers

Study sheds light on smart beta transaction costs

Mon, 20 Mar 2017By Raji Menon

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 ...

Hans Fahlin, CIO, AP2 Sweden

AP funds struggling with investment restrictions, says AP2 CIO

Wed, 22 Feb 2017By

Buffer funds’ risk taking should be controlled in ‘a more nuanced way’

All Smart Beta News