Low-carbon investing is gaining ground, not just as an en-vogue trend, but also for solid economic reasons. It is part […]
Over the last few years, interest among investors in indexation has driven asset managers to develop new forms of indexation […]
Smart beta has become a well-known investment concept in the asset management industry. Such factor-based investment techniques were firstly applied […]
Here are four major neglected findings of modern finance. They have been proven effective in improving risk-adjusted investment returns, based […]
One of the great features of factor investing is that it can be adapted flexibly to a variety of investment […]
In recent years, value stocks have underperformed the broader equity market. This included value-focused portfolios such as Warren Buffett’s Berkshire […]
Equity low-volatility strategies have largely outperformed* their market capitalisation benchmarks in the turbulent times for stock markets since the start […]
Uber has become one symbol of the way new technologies can rapidly transform a long established business, creating simultaneously chaos […]
Smart beta investing remains a hot topic in our industry’s forums, conferences and specialist journals. However, what began as a […]
Please note that this article may contain technical language. For this reason, it is not recommended to readers without professional […]
Bruno Crinon explains how he sees foreign exchange markets as inefficient by nature, stating that systematic strategies can exploit these inefficiences.
Explaining when and why target-volatility strategies generate higher risk-adjusted returns than buy and hold strategies.
Behavioural psychology studies are doubting whether portfolio manager with their own skills, analysing market environments can outperform simple algorithms.
The Axioma Quant Forum in London was visited by 150 investment professionals from asset management companies, institutional investors and investment banks.
Raul Leote de Carvalho explains how smart beta strategies are on the way out, proposing a three-step approach to factor investing as the way forward.
Highlighting the importance of combining the four cardinal virtues of Plato in relation to the four main long-term factors of equity outperformance, rather than “timing” them.
Etienne Vincent, head of quantitative management at THEAM, explains the similarities between the four main recurring sources of outperformance in equity markets and the four cardinal virtues identified by Plato in his philosophical works
Portfolios of multiple Smart Beta indices can be replaced by more efficient robust portfolios with targeted factor exposures.