Factor investing debates: Do big data and AI herald a new dawn for quant?
Factor investing is based on decades of publicly available empirical studies.
11-01-2021 | Insight
Investors should always strive to understand observed performance
Mathijs van Dijk is Professor of Financial Markets at the Rotterdam School of Management, Erasmus University.
02-12-2020 | Interview
Factor investing debates: Should sustainability be considered a factor?
Factor investing and sustainability can make a good combination.
20-07-2020 | Insight
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
A-shares are probably the best place to be for active investors
As China starts to recover from the coronavirus storm, domestic investors are already focused on economic green shoots.
06-04-2020 | Insight
Factor investing debates: Are fees the most important variable in product selection?
To choose a product, investors tend to rely on a few easy-to-grasp variables, like recent performance and, increasingly, fees.
14-02-2020 | Insight
Climate investing: from urgency to solutions
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 | Insight
Factor investing debates: Could factor premiums disappear?
With the increasing adoption of factor investing, one frequently heard criticism is that factor premiums may end up being arbitraged away.
28-11-2019 | Insight