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Factor Investing

special report factor investing

Special Report Factor Investing: Meeting expectations

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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

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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

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