Mar 2017

How to weight asset classes within a cross asset Risk Premia portfolio

When it comes to build a balanced cross asset portfolio of Risk Premia, one of the issues that needs to be addressed is the relative weight of each asset class (...)

Mar 2017

Impact of Weights on a Portfolio Return and Risk statistics

Let's consider a portfolio of 8 absolute return Risk Premia strategies, from different providers and asset classes, and having at least 3 years of track record.(...)

Mar 2017

Risk Premia Portfolio and Weighting Scheme

Managing a portfolio of Risk Premia indices requires accurate tools and analytics to help investors define the exact weighting scheme suited to their needs. For(...)

Feb 2017

Indices and ETFs targeting BRIC countries

There are a number of BRIC (Brazil, Russia, India, and China) indices available to investors. These economies are expected to show above-average growth.(...)

Feb 2017

More emphasis on building portfolios of factor-based indices

With the market for smart beta and risk premia products maturing, emphasis is shifting from the selection of individual strategies towards building portfolios.(...)

Jan 2017

Shenzhen-Hong Kong Stock Connect: What it means for ETFs

The Shenzhen-Hong Kong Stock Connect is likely to extend to the ETF market relatively soon, which could lift demand and assets under management.(...)

Jan 2017

The quality factor explained

While the quality factor can be difficult to define, quality stocks tend to outperform over the long run. This factor tends to perform best when markets fall.(...)

Jan 2017

The size factor

The size factor, which was formally identified in the 1980s, refers to the tendency of smaller stocks to generate excess returns over the long term.(...)

Dec 2016

What the new Fiduciary Rule in the US means for passive investing

The US Department of Labor’s Fiduciary Rule is expected to further promote the shift towards passive investing strategies.(...)

Dec 2016

The return of value investing

Value investing, which involves identifying undervalued stocks, made a strong comeback in the second half of 2016 after underperforming through 2014 and 2015.(...)