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Quantitative Investing Glossary
A B C
D E F
L M N
P Q R
S T U
V
A
Active management
Anomaly
B
Behavioral finance
C
Capital Asset Pricing Model
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D
Data mining
Diversification over factors
Downside risk
E
Efficient (advanced) approach
Enhanced indexing
Evidence-based investing
F
Factor investing
Factor optimization approach
Factor premium
Factor-tilt approach
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L
Low volatility anomaly
Low volatility ETF
Low volatility factor
Low volatility mutual funds
Low volatility strategies
M
Momentum factor
Monitoring factor exposure
Multi-factor model
N
Norwegian Government Pension Fund
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P
Passive investing
Premium
Q
Quality factor
Quantitative investing
Quantitative research
R
Risk due diligence approach
Risk factor
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S
Sharpe ratio
Size factor
Smart Beta or Alternative Beta
Systematic approach
T
Traditional method vs factor allocation
U
Unrewarded risk
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V
Value factor
Volatility
Related insights
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Factoring carbon taxes into a Value strategy
Incorporating carbon taxes into a Value strategy at a stock level is equivalent to imposing carbon footprint constraints on the overall portfolio.
22-12-2021 | Research
Research on pre-1926 database reveals equity factors are ‘eternal’
New research reveals that equity factor styles have existed and persisted since the mid-19th century.
21-12-2021 | Research
Talk ‘22: ‘Staying the course is crucial’
Covid-19 has shown us that it is important to stick to our approach, says Wilma de Groot, Co-head of Quant Equity Portfolio Management.
17-12-2021 | Interview
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