factor investing

Be clear on factor strategies’ benefits

Smart beta, factor indices and other products promise a middle ground between traditional passive and active. But they vary greatly, and investors need to take a hard look before adopting them.

Rich DellDecember 4, 2017

Factors aid manager selection

Investors, including the $194 billion State Board of Administration of Florida (SBA), are using factor analysis to decompose returns, select active managers and negotiate fees.

Amanda WhiteOctober 25, 2017

LD innovates on equities, fees

Danish pension fund Lønmodtagernes Dyrtidsfond has embraced innovation, introducing four buckets for a more dynamic equities portfolio and co-investing with peers to get top value for fees.

Amanda WhiteJune 13, 2017

Real factors, and how to use them

Factor investing has become a topic du jour, but according to four experts, there are only a handful of factors that are persistent and robust. If used strategically, these can be useful.

Amanda WhiteMay 29, 2017

Investors from the moon: Fama

A highlight of the Fiduciary Investors Symposium at Chicago Booth School of Business was an intimate Q&A session with the “Father of Modern Finance” and Nobel Laureate, Eugene F. Fama.

Amanda WhiteDecember 11, 2015

Why Andrew Ang joined Blackrock

Andrew Ang believes factor investing is a more efficient way to organise a portfolio as it allows liquid and illiquid strategies to be managed across the portfolio. It also has the added benefit of honing managers on value creation. He’s been working with a handful of investors while Professor of Finance at Columbia University on […]

Amanda WhiteJune 19, 2015

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Opinion

Be clear on factor strategies’ benefits

MIT 2017

Factors aid manager selection

Asset Classes

LD innovates on equities, fees

Uncategorised posts

Real factors, and how to use them

Chicago 2015

Investors from the moon: Fama

Uncategorised posts

Why Andrew Ang joined Blackrock

California Public Employees Retirement System (CalPERS)

ABP/APG Asset Management

California State Teachers Retirement System (CalSTRS)

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