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.
Media spotlight versus the Volatility effect in equities
Investors’ appetite for stocks frequently mentioned in the news is often raised to explain the Volatility effect.
Guide to low volatility investing
This new edition includes recent figures and a new section on income generation.
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).
Beyond passive in EM with Enhanced Indexing
Despite their inefficient nature, a growing number of investors are allocating to emerging equity markets (EM) through passive strategies.
How can you beat the S&P 500 Index?
The growth of passive investing seems to be unstopable.
Passive investing and sustainability are incompatible
Passive investing and sustainability integration are fundamentally irreconcilable investment philosophies, say David Blitz, PhD, Head of Quantitative Research, and Wilma de Groot, PhD, Head of Core Quant Equities1.
Strategic allocation to premiums in the equity market
Investors typically include equities in their asset allocation to earn the expected equity premium.