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Jul. 30,2019 Q&A: UniCredit’s Kilian on ESG+Factor Strategies

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

Apr. 30,2019 The low volatility premium – An analysis of factor exposures of minimum variance strategies

Mar. 18,2019 ESG, Factor Strategies Drive Demand for ETFs

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

Mar. 07,2019 The Power of Factor Diversification

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

Feb. 04,2019 Introducing an ESG+Factor Strategy for the Eurozone

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

Jan. 29,2019 Factor Performance Can Be Timed and Exploited, Study Finds

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

Nov. 16,2018 The market portfolio’s hidden factors

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

Jul. 26,2018 The Quality Factor

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

May. 22,2018 A Closer Look at the Size Factor

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

Apr. 27,2018 Innovate2Invest 2018 – Multi-Factor Outlook

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

Apr. 25,2018 Multi-factor Investing: Now and in Future

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 ...

Feb. 12,2018 Factor Investing: Q&A on Flows, Outlook

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