globalen

Active management

An investment strategy that does not invest according to a market-value-weighted index. This strategy often requires regular buying and selling transactions.

The objective of active management is to achieve an improved outperformance net of costs relative to the market.

Factor investing and active investing are closely related. If you choose to use one or more factors, you are choosing to invest actively relative to a broad market-weighted index.

Quantitative investing
Quantitative investing

We’ve been leading the way in quant investing for over 25 years, turning research into practical solutions.

Read more

Passive management means that investments are made in all market segments. In contrast to factors with a positive premium, there are also factors with a negative premium, such as high-volatility equities. The idea of factor investing is to actively avoid these segments.

New study reveals: you can predict when interest rates will rise
New study reveals: you can predict when interest rates will rise
Over the past decades, many empirical studies have examined the predictability of interest rates, so far with mixed results.
30-06-2020 | Insight
Data sets - the idiosyncratic momentum factor
Data sets - the idiosyncratic momentum factor
A research-driven approach is at the core of everything we do.
23-06-2020 | Data sets
Factor investing debates: Should you time your factor exposures?
Factor investing debates: Should you time your factor exposures?
The debate on whether investors should tactically time their factor exposures is almost as old as the discovery of factors.
22-06-2020 | Insight