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MSCI Jun 19
Volatility and Momentum factors have behaved dramatically different in the last 18 months as compared to fundamental factors such as Value and Quality. Tune in to 's channel to know why.
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Nikki Kedia Jan 8
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Mark Rzepczynski Jun 20
Low volatility / Low beta performance - This smart beta edge has been real
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Morten Nielsen Feb 13
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Morten Nielsen Feb 8
High JQGLCE-ranking companies in Nordic+ and Europe in general have experienced higher excess returns post earnings release than lower ranking companies.
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Adriano B. Lucatelli Jan 2
There are roughly 900 mutual funds and in the US tracking factor indexes. The number is likely to increase.
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AGF Jun 18
A approach is only as good as the process. It must not only target the factors but also manage the , 's Mark Stacey tells
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Regis Media Jun 17
Does factor-based investing work in China?
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Robin Powell Apr 30
A sensible perspective on factor investing. Yes, for most investors, it is worth doing. But keep it simple — and don't assume you're going to beat the market
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Tommi Johnsen Dec 3
Our latest post : ins and outs of measuring factor exposures
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Dr. Demir Bektić Jan 24
thanks for having me, it was a pleasure! awesome event, valuable discussions and a great host
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Loring Ward Mar 14
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[i3] Dec 5
In this podcast, sits down with Research Affiliates founder Rob Arnott and talks about three of his papers, including on factor timing, taxation and when smart beta can go wrong
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Tim Mullooly Apr 29
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Tim Mullooly Feb 21
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Seraina Benz Apr 8
A quant view on the Swiss equity market: Vescore's models have recently shifted into momentum stocks. Particularly financials are in favor with a special focus on some insurance companies that have done well against the market
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ETF Stream Jan 14
Value ETFs continue failing because they look nothing like the value factor identified in academic research, argues Nicolas Rabener.
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Refinitiv Apr 3
for all: How is it possible to achieve without know-how?
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Summit Portfolio Mgt Apr 24
Let's talk about Factor Investing. Dimensional Fund Advisors launched the first factor based fund in 1981 – the US Microcap Portfolio. Since then financial factor research and products have mushroomed.
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Parametric Feb 14
New blog post: Lots of people love , but they may not be the right match for every . Why an might be the better choice.
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