2024 Top 500 ranking: 8
Smart Beta & Factor Investing strategies have been developed to address the two main limits of traditional market capitalization weighted indices.
Firstly, these indices do not adequately capture rewarded risk premia. Secondly, risk tends to be concentrated in few stocks or sectors.
In response, different approaches have emerged with the objective to outperform and/or optimize risk vs cap-weighted indices.
Read the complete white paper at the link beneath Related Links
“The Fed’s hawkish tone signals that the Central Bank is incorporating a more uncertain outlook. This calls for keeping a tactical approach to bond investing.”
Asset managers are facing growing demand from institutional investors to develop sophisticated private market strategies that balance high long-term risk-adjusted target returns, added diversification benefits, and fundamental value creation.
Developments in Artificial Intelligence (AI) and machine learning have led to the creation of a new type of ESG data that do not necessarily rely on information provided by companies.
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