All Factor Investing/Smart Beta articles – Page 5
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White papers
Absolute Return Fixed Income: Where does it fit in?
We define absolute return as a style of investing focused on alpha strategies with returns coming from beta largely excluded. While beta is usually positive, it may not always be.
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White papers
PanAgora - Diversification beta strategies
Among equity investors the term “Alternative Beta” has come to refer to an alternative investment approach to passive capitalisation weighted (CW) portfolios.
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White papers
The case for pension funds to consider buy and maintain
Why should pension funds consider a buy and maintain strategy and how are such strategies being used by pension funds?
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White papers
Research Affiliates - Financial engineers and the factor bubble
Is there a factor bubble? Tabulating papers in the top finance journals, nearly 250 factors appear to provide excess returns.
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White papers
Russell Indexes - Smart beta implementation strategies
Insights into how smart beta is being implemented, focusing on the survey responses of over 50 asset owners that currently have smart beta allocations
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White papers
TOBAM - Make diversification your beta
Yves Choueifaty, President and Founder of TOBAM, explains why concepts such as “smart beta” or “neutral portfolio” require clear definitions and how the Maximum Diversification® approach answers the need for beta.
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White papers
PanAgora - Efficient smart beta analysis
There is increasing interest in “smart beta” strategies as investors seek new ways in which to capture risk premia more efficiently and inexpensively. However, the term “smart beta” means different things to different people.
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White papers
Some smart beta approaches are smarter than others
The ‘low-risk anomaly’ has been around since at least 1926. Empirical evidence first found over 40 years ago shows that low-volatility investment portfolios tend to produce higher returns than riskier portfolios
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White papers
Smart beta: Not new, not beta, still awesome
Let’s be blunt. Smart Beta is mostly re-packaged, re-branded quantitative management. That’s not to say we don’t like it or think it’s not good for investors.
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White papers
Russell Indexes: The quest for the Holy Grail
A short Q&A with Rolf Agather, Managing Director of Research & Innovation for Russell Indexes at Russell Investments.
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