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Tag "smart beta"

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.mei 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.mei 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.mei 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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