How data is dragging infrastructure debt out of the shadows
Infrastructure debt offers asset owners attractive yields and valuable diversification, but it has also been a market long starved of reliable data that is crucial to manage risk.
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The importance of the right benchmark
A new paper by EDHECInfra argues that selecting the right benchmark could completely change investors' preferred asset allocation to infrastructure equity and debt.
Engagement and divestment: a mighty team
The empirical results of academic studies indicate that both engagement and divestment approaches can be effective in achieving desired ESG outcomes. So, far from being mutually exclusive, both engagement and divestment are mutually reinforcing.
Has your value definition just expired?
Is book-to-price still a suitable definition of the value factor? Researchers at Scientific Beta explore the arguments for different definitions including how to account for intangible capital.
A new route to minimising volatility
Defensive equity investment strategies are nothing new, but a key issue with many is that defensive does not necessarily mean low volatility. Scientific Beta looks at a strategy to target both goals, using robust low volatility controls to create a new defensive index for the volatility-averse investor.
Is factor investing still working?
A large number of long-only multi-factor strategies have performed disappointingly over the past three years. Some have called into question the usefulness of solutions based on factor diversification but recent research by EDHEC suggests this doesn’t hold up against an even remotely serious investigation.
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