Assessing smart beta strategies
Analysing smart beta performance and risks is not monkey business. For a better understanding of smart beta strategies it is crucial to analyse their construction.
Risk 2.0 is better – let’s count the ways
In the final part of a column series exploring a new risk management framework, 'risk 2.0', WTW global head of portfolio strategy Jeff Chee outlines what investment professionals of the future need to understand about the commonalities of risk events and the resulting benefits of an interconnected risk mindset.
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A broader view of risk
In the first of a series of contributed articles exclusively for conexust1f.flywheelstaging.com, global head of investment research at Mercer, Deb Clarke examines the decision making of long-horizon investors.
The impact of COP21
Investors responding to growing and changing risks can contribute to stabilising both the climate and capital markets in the coming decades.
Climate agreement marks turning point
Days of intense negotiations at the long-awaited COP21 meeting in Paris have seen a definitive agreement emerge on climate change.
Optimal factor index design?
EDHEC-Risk Institute suggests that investors should be wary when implementing factor tilts to ensure diversification still reigns.
Beyond backtests: considering the robustness of smart beta
Systematic equity investment strategies – so-called smart beta strategies – are usually marketed on the basis of outperformance. However, it is important to recognise that performance analysis is typically conducted on backtests that apply the smart beta methodology to historical stock returns. Concerning actual investment decisions, a relevant question, therefore, is how robust the outperformance
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