April 4
Interview Philippe Goubeault : « We could replace a benchmarked fund by a ’Smart Beta’ index »
According to Philippe Goubeault, CFO of Agirc Arrco, ’Smart Beta’ strategies can already be part of the asset allocation program of Agirc and Arrco even if their current weight in existing portfolios is not significant (...)
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April 4
Interview Philip Tindall : « We see further development of non-market cap approaches in bonds »
According to Philip Tindall, senior investment consultant at Towers Watson, there has been a lot of interest in smart betas area, and investors are beginning to allocate assets - Towers Watson’s clients have invested more than (...)
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April 4
Opinion Jean-Claude Guimiot : « There is no ’Smart Beta’ strategy within our asset allocation program »
According to Jean-Claude Guimiot, CEO of AGRICA EPARGNE (asset management company of the Group AGRICA), invest in "Smart Beta" index is not on the agenda ...
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April 2
Product BNP Paribas L1 Equity World Low Volatility
The Fund BNP Paribas L1 Equity World Low Volatility seeks to outperform the MSCI World Index over a full market cycle with risk reduction objective and limiting tracking error risk level. Absolute volatility is targeted to be lower than the MSCI World (...)
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April 2
Strategy How Smart is ‘Smart Beta’ Investing?
Investors increasingly embrace “smart beta” investing, by which we mean passively following an index in which stock weights are not proportional to their market capitalizations, but based on some alternative weighting scheme. Examples include fundamentally-weighted indices (...)
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April 2
Note Smart Beta 2.0 – Taking the risks of new equity benchmarks into account
In research published two weeks ago entitled, “Smart Beta 2.0,” EDHEC-Risk Institute is seeking to draw the attention of investors to the risks of traditional smart beta equity indices and propose a new approach to smart beta investing to take account of these (...)
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April 2
Interview François Millet: « In some Dutch pension funds, ’Smart Beta’ indices exceed 40% of their core portfolio »
According to François Millet, Product Line Manager ETF & Indexing at Lyxor Asset Management, "Smart Beta" is intended to be located in the core portfolio of institutional investors, weighing generally between 10% and 40% of their passive (...)
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March 7
Note EDHEC-Risk Institute Study Highlights the Inefficiency of Asian Stock Market Indices
In a study entitled “Assessing the Quality of Asian Stock Market Indices,” researchers at EDHEC-Risk Institute have reported results for 10 major Asian stock market indices over the past decade.
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February 27
Note EDHEC-Risk Institute Survey Confirms Investor Dissatisfaction with Corporate Bond Indices
In a survey entitled ‘Reactions to “A Review of Corporate Bond Indices: Construction Principles, Return Heterogeneity, and Fluctuations in Risk Exposures”’ researchers at EDHEC-Risk Institute have analysed industry reactions to a previous EDHEC-Risk study on corporate bond (...)
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February 18
Innovation PIMCO has launched Foreign Currency Strategy Exchange Traded Fund (FORX)
PIMCO, a leading global investment management firm, has listed the PIMCO Foreign Currency Strategy Exchange Traded Fund (Ticker: FORX), created to offer investors the potential to benefit from fundamental changes in global currency dynamics by diversifying away from the (...)
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January 10
News Credit Suisse agrees to sell ETF business to BlackRock
Credit Suisse today announced that it has signed an agreement to sell its exchange traded funds (ETF) business to BlackRock, Inc. (BlackRock). This is an important strategic step in an industry that requires significant scale, and allows Credit Suisse to realize value in a (...)
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December 2012
Strategy An example of Quantitative Strategy: The Low Volatility approach
Low volatility indices and, more broadly, products based on quantitative strategies aiming to select only low-volatility stocks, have met with growing success with the financial community and investors. However, most of these indices have major drawbacks that cannot always (...)
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December 2012
Innovation Nomura publishes Nomura Japan Equity High Dividend 70 Index
Nomura Securities Co., Ltd., a wholly owned subsidiary of Nomura Holdings, Inc., today announced that it has published a new index named the Nomura Japan Equity High Dividend 70.
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November 2012
Opinion Benchmarking: The Multi-Asset Class Exception
Ask any active fund manager about his benchmark, and he will have a ready-made answer. Even fixed-income managers have plenty of indices to choose from. The call is trickier for diversified fund managers...
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November 2012
Innovation The BNP Paribas Flexible Fund Stars index, an index for exposure to flexible funds!
Launched this year, the BNP Paribas Flexible Fund Stars index allows investors to position themselves in an equally weighted basket of four UCITS flexible funds, all having an excellent accumulated performance, a track record of 5 years and significant assets (...)
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