Studying the Impact of Momentum in Risk Premia Portfolios Any sports fan knows the feeling. For months, you’ve been watching…
The way we invest is changing. It’s no longer just about the bottom line, about how much we can squeeze…
When it comes to build a balanced cross asset portfolio of Risk Premia, one of the issues that needs to be addressed is the relative weight of each asset class
Let’s consider a portfolio of 8 absolute return Risk Premia strategies, from different providers and asset classes, and having at least 3 years of track record.
Managing a portfolio of Risk Premia indices requires accurate tools and analytics to help investors define the exact weighting scheme suited to their needs. For
There are a number of BRIC (Brazil, Russia, India, and China) indices available to investors. These economies are expected to show above-average growth.
With the market for smart beta and risk premia products maturing, emphasis is shifting from the selection of individual strategies towards building portfolios.
The Shenzhen-Hong Kong Stock Connect is likely to extend to the ETF market relatively soon, which could lift demand and assets under management.
While the quality factor can be difficult to define, quality stocks tend to outperform over the long run. This factor tends to perform best when markets fall.
The size factor, which was formally identified in the 1980s, refers to the tendency of smaller stocks to generate excess returns over the long term.
The US Department of Labor’s Fiduciary Rule is expected to further promote the shift towards passive investing strategies.
Value investing, which involves identifying undervalued stocks, made a strong comeback in the second half of 2016 after underperforming through 2014 and 2015.