spaines

Visión de mercado

Data sets – Volatility-sorted portfolios
Data sets – Volatility-sorted portfolios
This dataset file contains two volatility-sorted datasets going back to 1929.
02-07-2019 | Data sets
Media spotlight does not drive the Volatility effect in equities
Media spotlight does not drive the Volatility effect in equities
Investors’ appetite for stocks frequently mentioned in the news is often raised to explain the Volatility effect.
26-06-2019 | Visión
Good shepherds do not succumb to herding behavior
Good shepherds do not succumb to herding behavior
Thought crowds were wise?
19-06-2019 | From the field
Strong hands needed to unlock the potential of factor investing
Strong hands needed to unlock the potential of factor investing
The average investor is not good at timing.
19-06-2019 | Visión
The characteristics of factor investing
The characteristics of factor investing
To make the most of factor investing, understanding how factors work and interact is key.
14-06-2019 | Investigación
Were markets efficient, past prices should not tell anything about the future
Were markets efficient, past prices should not tell anything about the future
What exactly drives factor premiums?
12-06-2019 | Visión
Guide to low volatility investing
Guide to low volatility investing
This new edition includes recent figures and a new section on income generation.
28-05-2019 | Visión
Si busca valores europeos defensivos, siga esta guía...
Si busca valores europeos defensivos, siga esta guía...
Las estrategias cuantitativas no tienen por qué ser agujeros negros para dar buenos resultados.
28-05-2019 | Visión
Are mutual funds on the other side of the low volatility trade?
Are mutual funds on the other side of the low volatility trade?
This new research helps to explain the existence of the low volatility anomaly.
03-04-2019 | From the field
Cinco cosas que debería saber sobre la inversión en tendencias
Cinco cosas que debería saber sobre la inversión en tendencias
¿Qué herramientas se pueden emplear para diferenciar las oportunidades de inversión a largo plazo de las modas pasajeras?
15-03-2019 | Visión
El valor a largo plazo de Conservative Equities
El valor a largo plazo de Conservative Equities
¿Consiste la inversión de baja volatilidad solo en minimizar la volatilidad?
01-03-2019 | Visión
Implementing quant strategies in EM the smart way
Implementing quant strategies in EM the smart way
Quantitative stock selection models work as well in emerging markets (EM) as they do in developed ones (DM).
25-02-2019 | Visión
Low risk in China
Low risk in China
Does low-risk investing work with A-shares?
13-02-2019 | From the field
 ‘We want to learn from centuries of investment history’
‘We want to learn from centuries of investment history’
Rules-based investing can be very transparent.
23-11-2018 | Visión
Breaking away from market-cap weighting is really important
Breaking away from market-cap weighting is really important
Mebane – or ‘Meb’ as he is known – Faber is co-founder and chief investment officer of Cambria Investment Management.
19-11-2018 | Entrevista
Alcance sus objetivos de inversión empleando factores: exposición a factores específicos
Alcance sus objetivos de inversión empleando factores: exposición a factores específicos
Las estrategias basadas en factores pueden ayudar a los inversores a dotarse de exposición a un factor en concreto.
25-10-2018 | Visión
Diverging fortunes for low-risk stocks as EM and DM decouple
Diverging fortunes for low-risk stocks as EM and DM decouple
So far, 2018 has been marked by a clear decoupling of emerging and developed equity markets.
23-10-2018 | Visión
Using crowdsourced employer reviews to select stocks
Using crowdsourced employer reviews to select stocks
Can crowdsourced data help investors take better decisions?
28-09-2018 | From the field
Fama-French 5-factor model: why more is not always better
Fama-French 5-factor model: why more is not always better
Fama and French have expanded their original 3-factor model by adding two factors.
15-09-2018 | Visión
Alcance sus objetivos de inversión empleando factores: reducir costes
Alcance sus objetivos de inversión empleando factores: reducir costes
Las estrategias que utilizan factores ayudan a los inversores a reducir los costes de gestión.
03-09-2018 | Visión
Selecting managers based on their past performance
Selecting managers based on their past performance
Is past performance of any use for investors?
28-08-2018 | From the field
Upside down world in this late-cycle bull market
Upside down world in this late-cycle bull market
The past two years have been characterized by unusually high equity returns and low volatility.
20-08-2018 | Visión
Volatility lessons
Volatility lessons
In this paper Eugene Fama and Kenneth French look at the importance of volatility over longer investment horizons.
01-08-2018 | From the field
¿Ratios CAPE = riesgo? Mantengamos la calma y reduzcamos el riesgo a la baja
¿Ratios CAPE = riesgo? Mantengamos la calma y reduzcamos el riesgo a la baja
Unos niveles elevados de ratio CAPE no son indicio de un inminente final del mercado alcista.
27-07-2018 | Visión
The value of visibility
The value of visibility
This paper analyzes the relation between firm visibility and stock returns.
04-07-2018 | From the field
Big data e IA plantean multitud de retos para los inversores cuantitativos
Big data e IA plantean multitud de retos para los inversores cuantitativos
La llegada de las tecnologías de big data e inteligencia artificial (IA) está sacudiendo los mismos cimientos del sector financiero.
03-07-2018 | Visión
Alcance sus objetivos de inversión empleando factores: mejorar la diversificación
Alcance sus objetivos de inversión empleando factores: mejorar la diversificación
Las estrategias que utilizan factores ayudan a los inversores a construir carteras mejor diversificadas.
28-06-2018 | Visión
Un enfoque inteligente que combina factores cuantitativos y sostenibilidad
Un enfoque inteligente que combina factores cuantitativos y sostenibilidad
Las estrategias de renta variable basadas en factores pueden ayudar a los inversores a alcanzar sus objetivos de sostenibilidad, y presentan además mejores características riesgo/rentabilidad.
12-06-2018 | Visión
The misguided beliefs of financial advisors
The misguided beliefs of financial advisors
Financial advice for private investors has been criticized to be costly or of low quality.
06-06-2018 | From the field
Guía del Factor Investing en renta variable
Guía del Factor Investing en renta variable
El Factor Investing está teniendo un éxito considerable.
01-06-2018 | Visión