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Insights

Data sets - the idiosyncratic momentum factor
Data sets - the idiosyncratic momentum factor
A research-driven approach is at the core of everything we do.
23-06-2020 | Data sets
ETFs have yet to prove that they can beat active funds
ETFs have yet to prove that they can beat active funds
Conventional wisdom has it that exchange-traded funds (ETFs) are an attractive, low-cost alternative to actively managed mutual funds.
07-10-2019 | Research
The characteristics of factor investing
The characteristics of factor investing
To make the most of factor investing, understanding how factors work and interact is key.
14-06-2019 | Research
Were markets efficient, past prices should not tell anything about the future
Were markets efficient, past prices should not tell anything about the future
What exactly drives factor premiums?
12-06-2019 | Insight
No place for Liquidity in our set of relevant equity factors
No place for Liquidity in our set of relevant equity factors
A number of academic studies suggest that illiquid stocks should outperform liquid stocks to compensate for higher risk.
28-02-2018 | Research
Mixed versus integrated multi-factor portfolios
Mixed versus integrated multi-factor portfolios
Many investors acknowledge the merits of factor investing but disagree on how to implement it.
12-10-2017 | Insight
The value of multiple momentum signals
The value of multiple momentum signals
The concept of Momentum is not only a basic principle of physics.
18-07-2017 | Research
The profitability of low volatility
The profitability of low volatility
Some people argue that the low risk anomaly can be explained by ‘profitability’, an example of a ‘quality’ factor.
08-09-2016 | Research
Factor investing versus sector investing
Factor investing versus sector investing
A recent study suggests that sector investing does as well or even better than factor investing in a long-only context.
01-09-2016 | Research
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