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May 20

Note Factor investing in fixed-income: EDHEC-Risk Institute paper shows that it is possible to build duration-timing strategies that are economically superior to bearing unconditional duration risk

The abundance of theoretical and empirical research on factor investing in the equity universe contrasts strongly with the relative scarcity of research on the existence and exploitability of risk premia in bond (...)

April 9

Strategy An alternative to traditional Euro Credit Management: a Smart Beta Credit approach incorporating ESG criteria

To achieve long-term returns comparable to those of investment-grade credit but with a consistently lower level of risk, CPR AM has chosen to combine the DTS risk measure with a rigorous specific risk control and structural sources of return to enhance (...)

August 2018

Innovation Solactive launches the Adaptive Wealth Strategies U.S. Factor Index combining three strategies in one index

Solactive announces the launch of the Adaptive Wealth Strategies U.S. Factor Index which dynamically allocates across three sub-indices with exposure to U.S. equities in the large and mid-cap segment and exhibits characteristics of one of three primary (...)

March 2018

Strategy Does a liquidity factor premium exist in the stock market?

Academic studies present ample evidence in support of the existence of four factor premiums in stock markets: Low Risk, Value, Momentum, and Quality. Factor investing puts these concepts into practice by enabling investors to allocate their capital explicitly to these (...)

February 2018

News ETFGI reports that assets invested in Smart Beta ETFs and ETPs listed globally increased by 32.3 percent during 2017 to reach 658 billion US dollars

ETFGI reported today that assets invested in Smart Beta ETFs and ETPs listed globally increased by 32.3% during 2017 to reach a new high of US$658.35 Bn at the end of December. (All dollar values in USD unless otherwise (...)

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