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Tag "smart beta"

Smart beta strategies: more bricks for portfolio building

Smart beta strategies: more bricks for portfolio building

🕔14:16, 15.Nov 2017

“We started with a high level of confidence because there was a lot of reliable academic research within the smart beta universe and basically these feelings were reinforced over time when using these tools,” said the pension fund manager we

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Smart Beta Growing And Becoming More Sophisticated As Investors Adapt To The Ever-Changing Investment Market

Smart Beta Growing And Becoming More Sophisticated As Investors Adapt To The Ever-Changing Investment Market

🕔11:02, 13.Nov 2017

Powershares European Investor Research 2017  Clients increasingly taking a short-term view Smart beta seen as a means to address investment challenges Conviction increasingly important reason for smart beta allocation Sophistication of users is increasing as investors gain expertise Smart beta

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Analysing the Exposure of Low-volatility Equity Strategies to Interest Rates

Analysing the Exposure of Low-volatility Equity Strategies to Interest Rates

🕔14:16, 10.Nov 2017

Working Paper I Smart Beta Investment Strategy At the dawn of a potential rise in rates triggered by Central Banks in both Europe and the United States, doubts are being raised about the ability of low-volatility portfolios to continue to

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Live from Newport Beach. It’s Smart Beta!

Live from Newport Beach. It’s Smart Beta!

🕔01:02, 24.Sep 2017

The outperformance observed before a typical smart beta index is launched virtually disappears once it’s live, yet most investors are making decisions on backtest results. Two traits common to backtests—overfitting (or data-snooping bias) and ignoring transaction costs—bias investors’ live return

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Ten things you should know about factor investing

Ten things you should know about factor investing

🕔15:02, 6.Sep 2017

Foreword Factor-based investing has gained considerable traction over the past decade. Concepts such as ‘factor premiums’ or ‘smart beta’ have become popular buzzwords, and now appear frequently in mainstream financial media. Prominent institutional investors have also publicly embraced allocation to

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At a Glance

At a Glance

🕔17:03, 22.Aug 2017

Strategy Espresso What a couple of weeks. In the two-week reporting period encompassed by this Strategy Espresso, equity market indices fell from all-time high levels and the VIX bounced sharply, twice, coming back from near all-time lows. The volatility was amplified by

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Cost and Capacity: Comparing Smart Beta Strategies

Cost and Capacity: Comparing Smart Beta Strategies

🕔09:02, 18.Aug 2017

Key Points Market impact trading costs arise from buying and selling securities at temporarily impacted prices during index rebalances. These costs are not easily observed because they simultaneously occur in the index and the index tracking portfolio. The growth in

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Risk-based ETF outflows ceased in Q2.

Risk-based ETF outflows ceased in Q2.

🕔07:11, 21.Jul 2017

European Smart Beta ETF Market Trends After slowing at the end of Q1, European Smart Beta ETF market flows were back on a positive track in Q2 2017 at EUR1.6bn. Net New Assets (NNA for the first six months of

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Looking at the long-term evidence on factors

Looking at the long-term evidence on factors

🕔13:02, 18.Jul 2017

Elroy Dimson (pictured) chairs the Newton Centre for Endowment Asset Management at Cambridge Judge Business School, and is Emeritus Professor of Finance at London Business School. We spoke with him about the current state of academic research in that particular

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Risk Premia: Seeking to Capitalize on Behavioral Biases

Risk Premia: Seeking to Capitalize on Behavioral Biases

🕔11:27, 14.Jul 2017

A New Take on Traditional Alternatives  Despite low volatility and generally strong returns in the U.S. since the financial crisis, many investors remain mindful of the inherent risks in financial markets. They are, in turn, preparing for the possibility of

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Strategy Espresso

Strategy Espresso

🕔13:02, 27.Jun 2017

As expected, the US Federal Reserve (Fed) raised the funds rate by 25bps in their June meeting. Although the hike was widely anticipated, markets remain vigilant of inflation following another weak release. US core inflation fell 0.8% year on year, thus disappointing

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Smart beta: 2017 global survey findings from asset owners

Smart beta: 2017 global survey findings from asset owners

🕔11:02, 23.May 2017

FTSE Russell is proud to present the fourth annual survey of global institutional asset owners’ adoption and evaluation of smart beta indexing. For the past four years we have recruited decision makers from across a broad spectrum of AUM tiers

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Where strategic beta and active management can add the most value

Where strategic beta and active management can add the most value

🕔01:02, 21.May 2017

Key takeaways Investment results at the equity category level reveal distinct performance differences among actively managed, passive, and strategic beta approaches. Careful analysis of these differences can provide a useful resource for assessing which investment approach may offer the greatest

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Why Factor Tilts Are Not Smart “Smart Beta”

Why Factor Tilts Are Not Smart “Smart Beta”

🕔13:18, 13.May 2017

Key Points Not all features of smart beta strategies that add value for investors can be replicated with simple factor tilts. Whereas factor-replicated portfolios can match the short-run returns of smart beta strategies, they have higher turnover, much larger trading

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