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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: invisible layers surface to deliver attractive returns
Quantitative investing: invisible layers surface to deliver attractive returns
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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.

Factoring carbon taxes into a Value strategy
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 | Investigación
Research on pre-1926 database reveals equity factors are ‘eternal’
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 | Investigación
Talk ‘22: ‘Staying the course is crucial’
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 | Entrevista