Enhanced indexing: an alternative to passive strategies

Enhanced indexing: an alternative to passive strategies

04-10-2017 | Video

Despite the success of passive investing, there are good reasons to consider an alternative approach. In particular, passive investors’ performance lags the index after costs. Enhanced indexing exploits proven factor premiums such as value, quality and momentum, and offers investors an alternative to passive investment by delivering stable outperformance after costs, with a low tracking error.

  • Michael Strating
    Michael
    Strating
    Managing Director, Head of Core Quant Equities

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