Investing in smart beta: the impact of transaction costs
Elisabetta Basillico delves into the latest academic research to examine the after-transaction cost performance of factor investing strategies.
Bad timing: active’s limited downside protection
A forthcoming paper investigates why managers who minimise beta ahead of periods of high volatility and low liquidity fail to post positive performance
The smart beta big question: to tilt or not to tilt?
Combining robust factors that are uncorrelated is the way forward reveals quant expert Elisabetta Basilico.
Good news: equities aren’t overvalued!
New research into valuation metrics reveals only 20% of the Dow Jones' constituents are in bubble territory - time to switch tracker?
Fake news! Don’t believe the ETF scare stories
It’s easy to obsess over ETF failures to deliver and short interest, but this misses the point.
Taking the smart beta plunge? Follow these golden rules
From torturing data to false discoveries, quant expert Elisabetta Basilico reveals the pitfalls to avoid when delving into factor investing.
What Trump is really doing in Poland
Bloomberg New Energy Finance founder Michael Liebreich gave Citywire his take on what the president's Warsaw trip signals ahead of G20 talks this week.
Amundi smart beta & factor chief: why I'm remodelling MinVar range
Bruno Taillardat explains the pitfalls of constructing a minimum variance strategy in today’s investment climate.
FCA report: passive bias 'is not the case'
Industry participants argue each directive from the watchdog reinforces the benefits of passive investing.
Get out of low vol warns 'godfather' of smart beta Rob Arnott
Rising valuations are making the Research Affiliates founder nervous, so he's advising clients to rotate into value-orientated strategies.