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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Strategy How does ‘quantamental’ fit with factor investing?
‘Quantamental’ is a relatively new portmanteau word in asset management lingo. Its creation is indicative of a trend in our industry. Quantamental is the fruit of the marriage of the quantitative and fundamental (also known as judgmental) disciplines in managing (...)
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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 (...)
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Innovation State Street Global Advisors Launches Multi-Factor Global Equity Fund
Today’s launch represents one of the industry’s first UCITS advanced beta multi-factor funds combining three factors: low valuation, low volatility and high quality. All three strategies demonstrate increased risk-adjusted returns over a long-term investment horizon when (...)
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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 (...)
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Strategy Risk factor investing explained
Risk factor investing is growing in popularity, but there’s a risk of getting lost in the factor “zoo”. In this Expert Opinion Thierry Roncalli, Head of Quantitative Research at Lyxor Asset Management, explains the concept of risk factors and distinguishes between facts and (...)
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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 (...)
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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 (...)
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News ETFGI reports assets invested in Smart Beta equity ETFs/ETPs listed globally have increased 18.3% in 2017 to reach a new record of US$630 Bn at the end of August
ETFGI reported today that assets invested in Smart Beta equity ETFs/ETPs listed globally have increased 18.3% in the first 8 months of the year, reaching a new record of US$630 Bn at the end of August 2017...
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News ETFGI reports that Active ETFs and ETPs listed globally reach a new high of US$95.9 billion at the end of July 2018
ETFGI, a leading independent research and consultancy firm on trends in the global ETF/ETP ecosystem, reported today that assets invested in Active ETFs and ETPs listed globally reached a new high of US$95.9 billion, following net inflows of US$3.59 billion and market moves (...)
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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 (...)
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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%..
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Opinion Brave Value Investing
According to Société Générale’s cross asset research team, there are two types of value investor: patient value investors, who seek to benefit from compounding above-average dividend yields offered by quality companies; and brave value investors, who seek to gain from a share (...)
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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 (...)
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Innovation Lyxor expands its Active Smart Beta offering to Fixed Income
Lyxor Asset Management continues to develop its Active Smart Beta offering with the launch of a new commingled bond product, the Lyxor EuroGovies Risk-Balanced Fund, a UCITS IV-fund, available for investors in various European (...)
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