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Factor Investing

factor investing

Factor Investing: Trend convergence

By

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

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Integration of ESG within multi-factor portfolios is the next frontier in asset management

Is ESG inherently multi-factor?

By ,

Multi-factor ESG is probably more successful as a marketing term than it is at providing a coherent approach to mixing ESG and other factors in a portfolio-construction methodology

ETFs: Smart beta or smart marketing?

By

Concerns remain about smart beta products and how investors are using them

Active Quant: A never-ending arms race

By

Quant funds face a perpetual battle for innovation

Switzerland: Unique challenges

By David Turner

The small size of the stock market hinders the deployment of factor investing in Switzerland

On the record: Do you believe in factors?

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Sparinstitutens Pensionskassa (SPK), KBC Pensioenfonds, Migros Pensionskasse

Small caps: The smaller company effect

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Harnessing the small-cap effect can come at a cost

All Factor investing in depth

Shanghai, China

Smart beta index provider shuns China A-shares citing trading limitations

Thu, 11 Oct 2018By

ERI Scientific Beta warns on caps to derivatives and capacity limits for rebalancing

PFZW takes stake in green bonds

Schroders targets DC default market with sustainable factor-based launch

Wed, 10 Oct 2018By

Asset manager secures backing from UK defined contribution schemes to open ESG-tilted fund with £350m

 Bridge over canal in Amsterdam

Kempen to close ‘passive’ funds worth €400m in strategic shift

Tue, 9 Oct 2018By Sameer van Alfen

Asset manager to cease its fundamental index strategy, affecting a number of undisclosed institutional investors

Stock price on monitor

Asset management roundup: Survey predicts ESG-related ETF boom

Fri, 29 Jun 2018By Hugo Greenhalgh

Plus: Old Mutual splits asset management business; HFR launches 40 smart beta benchmarks

All Smart Beta News