Factor investing (smart beta) strategies/products table
By Northern Trust Asset Management
Companies globally are slashing dividends as they face a combination of declining revenues and regulatory measures discouraging dividend payments. Not surprisingly, companies are now prioritizing liquidity and solvency over returning capital to shareholders.
By Neuberger Berman
How VIX history rhymes—and why we believe option writing strategies are still attractive despite the huge equity market rally.
By Scientific Beta
This paper shows that the claims by Blitz and Marchesini (2019), who question the investability of factor indices and argue that active management is needed to avoid capacity issues, do not hold for the following reasons:
A macro view of the aggregate data collected in the 2017 Top 400 asset managers survey. Including geographical asset management centres and total worldwide and European AUM.
A macro view of the aggregate data collected in the 2018 Top 400 asset managers survey
The largest European asset managers featured in the Top 400 survey 2018
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