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  • Alternative approaches to multi-factor index construction: Like-for-like comparisons download

    White papers 6 December 2018

    Factor index construction is currently a widely discussed topic among institutional investors and asset managers, particularly whether the construction of multi-factor indexes should be top-down or bottom-up.

  • FTSE Fixed Income Research Series — The Value Effect download

    White papers 23 November 2018

    There are a variety of widely-accepted metrics to define and capture the value factor in equities. But there has not been such a broadly-accepted approach to capture the value effect in fixed income.

  • Factor Indexes and Factor Exposure Matching: Like-for-Like Comparisons download

    White papers 24 October 2018

    The academic literature tells us that for suitably diversified portfolios, factors drive risk and performance outcomes. If this is the case, then well-diversified portfolios with identical factor exposures should have similar performance characteristics despite originating from potentially very different construction methodologies. In this paper we test this hypothesis.

  • Understanding China's Economic and Market Developments: Managing China's Transition Into Global Benchmarks download

    White papers 1 October 2018

    As a result of recent enhancements, China A Shares (available through the “Northbound” Stock Connect route) are assigned as Secondary Emerging and will join the FTSE Russell global equity benchmarks in June 2019.

  • Index Insight | FTSE Actuaries UK Gilts Index Series download

    White papers 10 September 2018

    Find out more information on the types of gilts available in the market, and put it all into context by learning about the growth of the gilt market, the gilt issuance process and market appetite, the methodology of the fitted daily yield curves and the governance and oversight of the Index Series.

  • FTSE Russell China Bond Research Report: July 2018 download

    White papers 27 July 2018

    FTSE Russell is pleased to share a quarterly research update examining the performance of the market, trends in issuance, along with implications of currency and regulatory reform for investors.

  • Insights | Indexing the world download

    White papers 19 June 2018

    In June 2018, FTSE Russell announced the launch of the FTSE Global Micro Cap Index Series, extending target coverage of the FTSE Global Equity Indexes (FTSE GEIS) to over 99% of the global investable equity market.

  • Insights | Five-year trends and outlook for smart beta download

    White papers 19 June 2018

    Over the past five years FTSE Russell has interviewed hundreds of asset owners globally managing over $10 trillion of assets for its smart beta global asset owner survey.

  • Investing in the global green economy: busting common myths download

    White papers 31 May 2018

    Until now the transition to a sustainable and “green” economy has been a loose concept rather than a defined, investable, industrial system.

  • 2018 STEP Change Report: FTSE Russell Stewardship, Transition and Engagement Program for Change download

    White papers 30 May 2018

    FTSE Russell announced the launch of its Stewardship, Transition and Engagement Program for Change on May 30th 2018 with the first STEP Change report. In our STEP Change report, we provide an in-depth look at FTSE Russell’s approach to stewardship and illustrate how we conduct dialogue with companies. It includes what we have learnt from FTSE4Good and, how with leadership, we can lift market standards, including building ESG into core benchmarks.

  • Smart beta: 2018 global survey findings from asset owners download

    White papers 21 May 2018

    Now in its fifth year, the 2018 FTSE Russell global smart beta survey provides unique insight into major trends in awareness, popularity and use of smart beta strategies among global asset owners...

  • Embracing China’s economic shift through the Total China Concept download

    White papers 11 May 2018

    Until recently, international investors’ access to the stocks of Chinese companies has been limited to equities listed in Hong Kong or overseas. This paper summarizes the history of China’s equity market and explains the differences between the many share classes available, helping investors understand how to gain comprehensive exposure to China’s equity markets via the total China concept.

  • Insights | The Russell 2000 Index: Small cap index of choice download

    White papers 9 May 2018

    The potential benefits of including exposure to small cap stocks in a multi-asset-class portfolio have been well documented.

  • FTSE Russell China Bond Research Report: April 2018 download

    White papers 9 May 2018

    As Q1 gives way to Q2, it’s clear the world’s second largest economy is likely to continue delivering surprises to investors both in Asia and around the world.

  • Insights | Top-down or bottom-up? download

    White papers 20 April 2018

    In this Insights, we assess the benefits and drawbacks of the various single factor and multi-factor portfolio construction techniques using metrics such as factor exposure, the number of factors targeted, and concentration measures such as Effective N.

  • Thought Leadership: Implementation Considerations for Factor Investing download

    White papers 1 April 2018

    Investors of large pension funds or insurance companies should care about factors. They are systematic drivers of portfolio risk and return and at the heart of risk management tools.

  • Implementation considerations for factor investing download

    White papers 22 March 2018

    Institutional investors can’t ignore the role of factors within portfolio construction. When harnessed correctly, factors can enhance portfolio diversification and performance relative to traditional market-cap indexes.

  • 2018 FTSE Russell advisor smart beta survey download

    White papers 6 February 2018

    The survey shows a bright future for smart beta among financial advisors in the US, UK and Canada, yet a long way to go toward broad-based knowledge and usage of smart beta strategies.

  • Evolving investment landscape offers index providers opportunity to shine download

    White papers 1 February 2018

    Mark Makepeace, Group Director, Information Services Division & CEO, FTSE Russell, provides insight on how the markets are undergoing a period of profound change.

  • Evolving investment landscape offers index providers opportunity to shine download

    White papers 1 February 2018

    The markets are undergoing a period of profound change. Continued economic globalisation, rising geopolitical tensions, tightening central bank policies and new technologies are combining with changing market structures and regulatory shifts to create a very dynamic landscape.

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