Savvy investors around the world are taking advantage of the benefits of risk premia strategies, whether on a standalone basis…
The Equity Risk Premium
The market’s risk premium is the extra return, above the returns which can be made by investing in risk-free assets,…
Indices and ETFs targeting BRIC countries
There are a number of BRIC (Brazil, Russia, India, and China) indices available to investors. These economies are expected to show above-average growth.
More emphasis on building portfolios of factor-based indices
With the market for smart beta and risk premia products maturing, emphasis is shifting from the selection of individual strategies towards building portfolios.
Shenzhen-Hong Kong Stock Connect: What it means for ETFs
The Shenzhen-Hong Kong Stock Connect is likely to extend to the ETF market relatively soon, which could lift demand and assets under management.
The Mechanics Behind Risk Premia Strategies
Risk premia strategies can take various forms, including long-only stances – known as smart beta – as well as long-short…
Equal Risk Contribution Indices
Equal risk contribution indices weight stocks in such a way that they contribute equally to the risk of a portfolio….
The Smart Beta Fund: An Alpha Investment?
Perhaps a reason for the wide array of names for ‘smart beta’ investing is the difficulty of labeling this relatively…
The Factor-Driven Alpha Fund Strategy: Growing in the US, UK & Europe
Factor-based alpha strategies including smart beta and risk premia are most prevalent in the US, but are also quickly growing…
Using Alpha in the Management of Investment Fund Risk
Alpha is the excess return which can be made on an investment by singling out and targeting a specific risk…
Alpha Building Blocks
Alpha can be generated through a number of different investment approaches, including active portfolio management, smart beta strategies and portable…
Using Alpha to Control Volatility
Some portfolio managers see alpha investment strategies – which are usually synonymous with seeking market-beating returns – as important volatility…