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.
The low volatility premium – An analysis of factor exposures of minimum variance strategies
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.
The Power of Factor Diversification
The EURO STOXX® Multi Premia® Index helps overcome the asynchronous distribution of each single factor’s risks and returns.
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.
Factor Performance Can Be Timed and Exploited, Study Finds
Investment factors have strong momentum that beats individual stock momentum, AQR’s research arm concludes.
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.
The Quality Factor
A relatively recent addition to factor investing, quality has long been employed by active managers and has proved its worth.
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.
Innovate2Invest 2018 – Multi-Factor Outlook
Multi-factor investing will continue to grow, says a panel of experts, led by the development of existing strategies.
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 ...
Factor Investing: Q&A on Flows, Outlook
STOXX’s head of applied research discusses the popularity and outlook of factor-based passive strategies.