Quantilia Q&A with Serge Janowski, Banque Cramer's global head of institutional clients and family offices, about factor investing and the institutional market

Based on allocations towards factors, smart beta and risk premia indices remain underrepresented relative to cap-weighted funds.

The BNP Paribas Equity Low Vol US Index delivered returns of 18.7% in the 12 months to September 19, as the low-volatility factor finds favour among investors.

Smart beta REIT indices likely to receive more attention as REITs outperform and as smart beta indices continue to surge in popularity.

There is a shift in focus from individual products towards the effective construction and management of entire portfolios of quant strategies.

The ‘knowledge effect’ refers to the tendency of highly innovative companies to outperform over the long run - now banks launch indices based on those