Smart Beta – Page 4
-
Special ReportSmart beta multi-factor portfolio construction: The tracking error factor
Dynamic risk allocation delivers the benefits of factor investing without the crippling tracking error risk
-
Special ReportSmart beta commodity indices: A smarter approach to commodity investing
Traditional commodity indices were problematic from the start, but fixing them without introducing greater complexity is easier said than done
-
Special ReportBeta, smart beta, alternative beta: Extracting equity market risk
Those who criticise the smart beta concept suggest other ways to extract equity market risk
-
Special ReportSmart beta hedge fund replication: Aping alpha
The first wave of hedge fund replication petered out nearly 10 years ago, but new approaches are reviving interest and allocations
-
Special ReportTactical asset allocation: When diversification is a better bet than timing
Practical difficulties of tactical asset allocation confirm the case for buying, holding and diversifying
-
News
Consultancy warns on risk naïvety in smart beta allocations
Towers Watson clients add $8bn in 2014 to smart beta strategies, but warns against inherent risks
-
News
Lyxor announces product push, goal to grow AUM by 50% by 2018
New organisation to comprise ETFs & Indexing, Absolute Return & Solutions and Alternatives & Multi-Management
-
News
Switzerland's Publica now considering active only for 'niche' investments
Country’s largest pension fund adds risk via fixed income portfolio rather than equities
-
News
Devon pension fund opts for multi-factor smart-beta over active mandate
Local authority fund dismisses active equity manager, tenders smart-beta mandate
-
News
NEST CIO warns of ‘regret risk’ in alternative indexing
National Employment Savings Trust to consider alternatives to target-date at retirement
-
News
Full funding in sight for UK pension schemes after posting 11% returns
Smart-beta growth a prominent trend in UBS GAM’s Pension Fund Indicator report
-
News
Smart-beta popularity reminiscent of value investing mistakes – Cambridge
Investors continually ‘fighting last war’ when looking to protect capital, US consultancy warns
-
News
Most hedge fund index returns explained by alternative beta – Towers Watson
Diversification benefits of alternative beta strategies could outweigh use of hedge funds in pension fund portfolios, consultancy says
-
News
TOBAM joins smart beta bonds fray
French manager launches new strategy with €30m in seed capital from existing investor
-
News
European institutions to allocate €211bn to smart beta by 2018
Research finds UK and rest of Europe differ in reasoning for allocations, market dominated by institutional allocations
-
News
Smart-beta allocations still restricted to larger schemes, research shows
Russell survey shows smart-beta limited to $10bn+ schemes
-
News
FTSE firms shift DC defaults toward diversified growth funds
Research shows dramatic increase in use of DGF in last five years, passive allocations see significant falls
-
Special Report
Smart beta: Collecting the premiums
Martin Steward spoke to Denmark’s PKA about its pioneering approach to extracting risk and return from equity markets – and beyond
-
Special Report
Smart beta: A question of governance
Andrew Ang and Alfred Slager shared the stage at a recent seminar. Martin Steward reports on how the debate has moved from the ‘if’ questions to the ‘how’
-
Special Report
Smart beta: Every drop of return
Martin Stewardspoke to the Environment Agency Pension Fund, 2013 IPE Award winner for smart beta, about its adoption of diversity weighting, fundamental indexation and low-volatility strategies
