Asset managers will soon look at ESG as a standard approach across strategies, says the executive.

The share of European institutions using ETFs for sustainable and smart-beta strategies jumped in 2018, Greenwich Associates says.

The EURO STOXX® Multi Premia® Index helps overcome the asynchronous distribution of each single factor’s risks and returns.

A new index family merges two strong investment trends: a responsible approach and the power of factor-based stock selection.

Investment factors have strong momentum that beats individual stock momentum, AQR’s research arm concludes.

Investments in market-cap index products are far from static; they have exposures to factors often unknown to the investor.

A relatively recent addition to factor investing, quality has long been employed by active managers and has proved its worth.

Small caps may be less liquid, more expensive to trade and prone to corrections, but they have proved their worth in recent years.

Multi-factor investing will continue to grow, says a panel of experts, led by the development of existing strategies.

Lukas Plachel, Senior Quantitative Researcher at Finreon Laurent Trottier, Global Head of ETF, Indexing & Smart Beta Management at Amundi Michael Kinney, Senior Research Specialist at Mercer Jan-Carl ...

STOXX’s head of applied research discusses the popularity and outlook of factor-based passive strategies.