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When equity factors drop their shorts
When equity factors drop their shorts
How can you best construct an equity market neutral portfolio using a factor-investing approach?
01-02-2021 | インサイト
Settling the Size matter in equities
Settling the Size matter in equities
The equity Size premium has failed to materialize since its discovery, almost forty years ago.
23-09-2020 | リサーチ
Factor investing debates: Should sustainability be considered a factor?
Factor investing debates: Should sustainability be considered a factor?
Factor investing and sustainability can make a good combination.
20-07-2020 | インサイト
How to navigate the equity ‘factor zoo’
How to navigate the equity ‘factor zoo’
The number of equity factors reported in the academic literature has exploded.
27-03-2020 | リサーチ
Factor investing debates: Are there any capacity issues?
Factor investing debates: Are there any capacity issues?
Even though factor premiums may be persistent, harvesting them in a consistent and efficient way is no mean feat.
30-12-2019 | インサイト
ファクター投資を取り巻く論争:ファクタープレミアムは消滅するか
ファクター投資を取り巻く論争:ファクタープレミアムは消滅するか
ファクター投資の採用が広がるなか、ファクタープレミアムは裁定取引によっていずれ消滅してしまうであろうという、非難めいた議論をよく耳にします。
27-12-2019 | インサイト
The Essentials of factor investing
The Essentials of factor investing
Introducing our new learning tool on factor investing.
12-09-2019 | インサイト
Factor investors should be patient and brave
Factor investors should be patient and brave
What’s best, quantitative or fundamental?
05-09-2019 | インタビュー
Guide to factor investing in equity markets
Guide to factor investing in equity markets
Factor investing is on the rise.
01-06-2018 | インサイト
Next time, ask your fund manager what kind of car they drive
Next time, ask your fund manager what kind of car they drive
Tell me what car you drive and I will tell you who you are.
13-12-2017 | From the field
Factor challenges: preparing for implementation
Factor challenges: preparing for implementation
How should I prepare for the implementation of a factor-based strategy?
28-11-2017 | Factor investing challenges
Factor investing also works with Chinese A-shares
Factor investing also works with Chinese A-shares
Many characteristics set A-shares apart from other equities.
24-08-2017 | インタビュー
Factor investing: limited overcrowding risk
Factor investing: limited overcrowding risk
A key concern often voiced by factor investing and smart beta sceptics is the possible risk of overcrowding.
03-07-2017 | リサーチ
Patience and high active share is a rare combination in asset management
Patience and high active share is a rare combination in asset management
When is active management really active?
19-06-2017 | インタビュー
Ten misconceptions about smart beta investing
Ten misconceptions about smart beta investing
This paper* attempts to debunk no fewer than ten myths about smart beta.
07-06-2017 | From the field
Factor investing challenges: underperforming the benchmark
Factor investing challenges: underperforming the benchmark
Factor based allocation has become increasingly popular in recent years.
31-05-2017 | Factor investing challenges
Factor investing challenges: limiting turnover
Factor investing challenges: limiting turnover
Factor-based allocation has become increasingly popular in recent years.
05-05-2017 | Factor investing challenges
Factor investing challenges: unintended sector biases
Factor investing challenges: unintended sector biases
Factor-based allocation has become increasingly popular in recent years.
31-03-2017 | Factor investing challenges
Decomposing fundamental indexation?
Decomposing fundamental indexation?
Previous studies have shown that the value added by fundamental indexation strategies is entirely driven by their implicit exposure to the classic value premium.
22-03-2017 | From the field
The case against the size premium
The case against the size premium
This Research Affiliates research note argues that the size premium does not exist.
14-12-2016 | From the field
The Dark Side of Passive Investing
The Dark Side of Passive Investing
Passive investing ranks among the most successful innovations of modern finance.
15-11-2014 | リサーチ
How factor investing fits into active vs passive
How factor investing fits into active vs passive
Why factor investing makes sense.
19-09-2014 | ビデオ
‘There are clear benefits in combining separate quant and fundamental strategies’
‘There are clear benefits in combining separate quant and fundamental strategies’
APG states that combining separate quantitative and fundamental strategies has clear benefits.
27-06-2014 | インサイト