Highlights

March 9

Innovation Invesco launches high-dividend, low-volatility ETFs

According to Invesco, Canadian investors are increasingly seeking income from their holdings but they may be concerned about the relatively limited opportunities within the domestic equity market. Foreign equity markets may provide greater (...)

Innovation

Solactive launches Solactive SuperRegion Select Index licensed to Credit Suisse

Strategy

“Diversified Equity Factor Investing” combines four complementary factors that are loosely correlated with one another

Archives

Latest articles

Popular articles

October 2016

Note A growing interest from investors in Smart Beta ETFs with more requirements and challenges to address

In a survey of investment professionals conducted as part of the Amundi ETF, Indexing & Smart Beta research chair at EDHEC-Risk Institute on “ETF and Passive Investment Strategies”, EDHEC-Risk Institute has solicited the specific views of 180 European ETF investors on (...)

October 2016

Interview Michel Manteau : « We have mainly chosen minimum variance strategies because we seek to reduce the volatility of our equity portfolio »

Michel Manteau, head of portfolio management at CARMF (« Caisse Autonome de Retraite des Médecins de France »), the retirement institution for french doctors tells us more about Smart Beta strategies.

September 2016

Note Lyxor research highlights the growing role of Smart Beta in new investment strategies

Lyxor Asset Management today unveils the results of a new wide-ranging study that compares the performance of European domiciled active funds with that of their benchmarks. The research highlights the growing importance of risk factors and other Smart Beta strategies in (...)

May 2016

Innovation Amundi ETF offers a complete range of mono factor exposures at competitive pricing with two newly launched ETFs

Amundi ETF completes its mono-factor range on the MSCI Europe index by listing on Euronext Paris two new Quality and Momentum risk-factor ETFs. Amundi ETF’s comprehensive range of mono-factor exposures on European equities is offered at competitive ongoing charges of only (...)

May 2016

Interview Caroline Le Meaux Lambert : « We are looking for strategies able to benefit from upward equity trends while limiting volatility »

Caroline Le Meaux Lambert, head of delegated asset management at Caisse des Dépôts for the French public pension fund Ircantec, tells us a little more about the Smart Beta concept.

May 2016

Strategy Invest with “style” and outperform

Investment « styles » aim to capture risk premia and/or market anomalies that can be seen structurally over long periods. While no formal classification exists, a distinction is traditionally made between four major style families, not only applicable to equities but also to (...)

May 2016

News Solactive joins forces with Sarasin & Partners LLP on the Sarasin Systematic Efficient Indices

Solactive AG is pleased to join forces with Sarasin & Partners LLP on Sarasin’s Systematic Efficient Approach Indices (SSEA Indices), a family of indices which seek to outperform the market-cap over the medium-long term and across multiple market (...)

March 2016

Note Diversity wins : Persistent investor interest in smart beta, particularly within diversifying strategies

Willis Towers Watson’s institutional investment clients globally allocated $10bn, via 175 selections, to diversifying investment strategies in 2015. Within this grouping, liquid alternatives attracted the most interest with over $8.1bn, of which approximately half is in smart (...)

January 2016

Innovation Solactive launches Low Carbon Index Family

Solactive AG in collaboration with South Pole Group has launched a low-carbon equity index family. The low-carbon index family will cover global and regional exposures to carbon, and aside from the liquid benchmark, offer a smart beta version for investors focusing on income (...)

January 2016

Strategy Solactive starts benchmark offering - Sets the foundation for new smart beta index creation

Solactive, one of the growing player in the index space, made a strategic decision to enter the benchmark index business with the launch of benchmark families in the equity as well as the fixed income space...

November 2015

News The Seeyond Europe MinVariance fund celebrates its fifth anniversary and reaches its twofold management objective: performance and reduction in volatility

Five years after its inception, and in a market environment marked by numerous changes in volatility regimes, the Seeyond Europe MinVariance fund posts a cumulative performance over five years of more than 66%..

August 2015

Note Investors cautiously welcome advanced beta equity investing

Investors recognise advanced beta equity investing as a promising avenue but call for caution on insufficient transparency and on the difficulties in implementing long/short strategies

July 2015

Innovation Lyxor launches an innovative range of risk factor ETFs

Following the announcement of the partnership between Lyxor and J.P. Morgan, Lyxor listed on Xetra on the 10th July 2015 five ETFs designed to capture the low size, value, quality, low beta and momentum factors respectively within the European equity (...)

July 2015

News European Smart Beta ETF Market Trends

European Smart beta ETF market flows are still positive in the second quarter of 2015, but growth has decelerated compared to Q1 2015. NET NEW ASSETS (NNA) year to date (30/06/2015) amounted to EUR 2.3 billion, i.e. 60% of the 2014 NNA within the first half of the year. Total (...)

April 2015

Opinion Combining Active and Passive management in a Portfolio

In recent years, long-held ideas on portfolio construction have been called into question. Investors can now choose from a range of “smart beta” strategies, offering exposure to market risk premia in a systematic, transparent fashion. Where does the dividing line between (...)

1 | 2 | 3 | 4 |>

Latest articles

Popular articles

Logo

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 (...)

Logo

Note A growing interest from investors in Smart Beta ETFs with more requirements and challenges to address

In a survey of investment professionals conducted as part of the Amundi ETF, Indexing & Smart Beta research chair at EDHEC-Risk Institute on “ETF and Passive Investment Strategies”, EDHEC-Risk Institute has solicited the specific views of 180 European ETF investors on (...)

Logo

Note Diversity wins : Persistent investor interest in smart beta, particularly within diversifying strategies

Willis Towers Watson’s institutional investment clients globally allocated $10bn, via 175 selections, to diversifying investment strategies in 2015. Within this grouping, liquid alternatives attracted the most interest with over $8.1bn, of which approximately half is in smart (...)

Logo

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 (...)

Logo

Strategy From Smarter Beta to Smart Alpha

Unlike cap-weighted indexes, smart beta strategies are not buy-and-hold: they require trading and rebalancing to maintain their respective exposures. This can have a surprising impact on long-term performance, and may also provide a cause for concern in the shorter (...)

Logo

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 (...)

Logo

Note Building Minimum Variance Portfolios with low risk, low drawdowns and strong returns

This paper provides an introduction to the STOXX Minimum Variance Indices and aims to achieve three things : i) an overview of minimum variance investing ii) the methodology for the construction and maintenance of the STOXX Minimum Variance Indices, highlighting the unique (...)

Logo

Strategy Why is smart beta a true revolution?

So what is “smart beta”? A mere revolt against traditional indices? No, Sir, it’s a true revolution – the factor investing revolution. The questioning of allegiance to traditional indices, which until now were used broadly despite some serious drawbacks, has only just begun, but (...)

Logo

Strategy Controling investment risk in commodities investment

Commodities exhibit unique characteristics including low correlations with bonds and equities and inflation-hedging abilities. These have made commodities an attractive addition to diversified portfolios and have generated growing interest in commodity (...)

Logo

Note Lyxor research highlights the growing role of Smart Beta in new investment strategies

Lyxor Asset Management today unveils the results of a new wide-ranging study that compares the performance of European domiciled active funds with that of their benchmarks. The research highlights the growing importance of risk factors and other Smart Beta strategies in (...)

Logo

Innovation Source and Rothschild launch firsT Equal Risk ETF in Europe

Source, an investment firm and a leading provider of Exchange TradedProducts (ETPs), and Risk Based Investment Solutions (“RBIS”), a wholly owned subsidiary of Rothschild, are pleased to announce the launch of the Source R Equal-Risk European Equity UCITS (...)

Logo

Innovation State Street Global Advisors Launches Four Advanced Beta Equity ETFs

State Street Global Advisors, the asset management arm of State Street Corporation, announced the launch of four advanced beta equity exchange-traded funds (ETFs). The SPDR MSCI Europe Value Weighted UCITS ETF, SPDR MSCI USA Value Weighted UCITS ETF, SPDR MSCI Europe Small (...)

Logo

Strategy Risk factors: taking risk budgeting one step further

An increasing number of pension funds are opting to invest in ‘alternative’ or ‘smart beta’ indices to supplement their passive management activities. Several competing methods currently exist, each with their own objectives. Analysing the risk contribution of each factor by (...)

Logo

Innovation Lyxor AM and Finvex Group launch the first indexed ETF on low-volatility European SRI equities

The aim of this ETF is to improve the stability of a portfolio of European equities, thereby optimising its performance. The index strategy is therefore founded on a two-pronged risk management approach that considers “qualitative risk” by filtering the investment universe in (...)

Logo

Strategy A smart approach of Index Management

Two years ago, Ossiam entered the European market with ETFs based on two innovative investment strategies offering an alternative to traditional equity market cap-weighted indices: The Ossiam Equal Weight ETFs and The Ossiam Minimum Variance ETFs. Back to smart beta concept (...)

Focus

Interview Salwa Boussoukaya-Nasr : « We look at all the existing strategies that are based on risk metrics, factor-based or fundamental values approaches. »

According to Salwa Boussoukaya-Nasr, CFO of FRR (« Fonds de Réserve pour les Retraites ») the French reserve fund, developments are necessary for more transparency for the turnover costs generated by the implementation of Smart Beta (...)

Advanced search

© Next Finance 2006 - 2017 - All rights reserved