Eliminating that Factor Home Bias

BlackRock
Door augustus 13, 2019 09:07

Eliminating that Factor Home Bias

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Investors are seeking to capture the historical benefits of factors within their U.S. allocations so why not internationally?

Investors have flocked to single factor ETFs with $90 BN in flows over the past 10 years. However, when dissecting these flows further, one can’t help but notice that U.S. factor ETFs have captured the majority of flows and investor adoption of international factor ETFs has lagged.[1] While investors have embraced both U.S. single factors and broad international markets, they have been slower to adopt international single factor ETFs despite international single factors offering the potential for return enhancement or risk reduction. Are investors missing an opportunity to pursue the potential benefits of factors in their international allocations? We would argue yes.

The role and use of factors in a portfolio shouldn’t stop with U.S. equity. Factors have been the long-term drivers of investment returns; their benefits and behaviors have persisted not

BlackRock
Door augustus 13, 2019 09:07

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Asset Allocation Consensus September

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  1. IPF – Besturen en beleggen in 2020

    december 12 @ 10:00 - 16:00
  2. CFA – Macro-economic forecast for 2020

    december 12 @ 15:30 - 19:00
  3. JP Morgan – 2020: A make or break year?

    december 12 @ 17:30 - 21:30
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Our conference #UBPInvestmentOutlook had a full house in London last week! Our experts shared their 2020 outlook for the global economy and more specifically for the UK. Thank you all for coming!

Zal zijn laatste woorden aan mij nooit vergeten. Over woorden gesproken: toen ik Volcker de eerste keer ontmoette, was zijn eerste vraag:"Hoe is het met Andre Szász?" Ik had 15 minuten met hem. Het werd 1,5 uur! Er was een klik. RIP

De Asset Allocatie Awards komen er weer aan! Nominaties komen deze week, winnaars op 4 februari 2020... Hier een sfeer inpressie van vorig jaar -> https://t.co/c36HWpyGVx

Obligaties uit frontier markets keren nog wel hoge coupons uit en de default-kans is verrassend laag. "Er moet veel gebeuren om negatief te eindigen," zegt Thomas Christiansen van @UBP_Group @IEXProfs https://t.co/gDP9nspIJw

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