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Factor Investing

msci world versus volatility

Factor investing: The paradox of low volatility


Despite scepticism by some investors, low-volatility investing does appear to work, especially during market downturns

Definitions: Contrasting approaches pose a predicament


Investors face a quandary as analytical tools depart from standard academic definitions of factors

single factor indices

Strategy: Factor rotation hits record pace


Tilting between factors could work well in this environment

nicolas rabener

Multi-factor ETFs: A recipe only as good as its ingredients


The performance of multi-factor ETF strategies reflect the choice of factors as well as portfolio construction

relative performance by factor and region

Applying rocket science to EMs

By David Turner

Factor investing strategies are increasingly being used in emerging market investing

heidi raubenheimer

Taxation: How to soften the tax bite


Research shows tax management can boost returns from factor investment

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

All Factor investing in depth

ATP's office in Hillerød, Denmark

ATP future-proofs quant portfolio with environmental factor addition

Tue, 16 Apr 2019By

Denmark’s biggest pension fund reduces carbon footprint with addition of environmental ‘signal’ to equities investments

Stock markets

Factor investing can apply to bond investing, says Amundi research

Fri, 15 Mar 2019By

While factor investing is now a common approach for equities, it is still in its infancy in the bond universe


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

All Smart Beta News