The rise of smart beta has just got another boost thanks to a study commissioned by Norway’s ministry of finance for its Government Pension Fund Global. It asked index provider MSCI to look into the feasibility of running smart beta strategies for large portfolios. Very few institutions with the size of GPFG’s $400-billion equity portfolio have implemented smart beta strategies yet, mostly because of challenges around investability or liquidity. MSCI, which has around $40 billion benchmarked against its various risk premia, or smart beta, indicies, explored the feasibility of investing a hypothetical portfolio of $100 billion and found that large assets can successfully run on these indices without liquidity worries.
Financial News Towers Watson stages a fund-of-funds rethink Financial News The new fund of funds will make big allocations to smart beta, which are relatively inexpensive passive strategies that aim to capture particular market characteristics,...
Globally there is an increase in index tracking unit trusts (also known as mutual funds). According to Morningstar's latest global flow report, passive products captured 41% of estimated net flows – USD 355 billion – worldwide ...
Potential cures for the passive dilemma Financial Times I didn't offer you any suggestions for funds that do this last week, but the good news is that there are increasing numbers around (the key words to look for are fundamental trackers or smart...
Pensions & Investments Here's another way to build equity indexes Pensions & Investments During the same period, however, most of the virtual monkeys failed to consistently outperform smart beta indexes, particularly low-volatility and...
aiCIO Risk Factors 0.0 aiCIO While many begin with the ontological view that asset classes are an amalgam of risk factors, the essence of risk factors remains unclear, obfuscated by terms like "risk premium," "risk factor," "beta," "smart beta,"...
ETF Strategy EDHEC-Risk Institute launches multi-strategy platform for smart beta investing HedgeWeek EDHEC-Risk Institute has launched its smart beta index design and production activity, ERI Scientific Beta.
Smart beta is an ideal way for investors to access the best aspects of market diversity at modest cost and governance, according to an article in Glob (Smart Beta Reduces Equity Dependence, Towers Watson Investment Experts Suggest
ValueWalk Smart Beta Investing Now More Attractive To Pension Funds? ValueWalk Smart Beta, a more refined index-style investment strategy, is becoming more popular to some investors because of low interest or market returns.
ETFs "dangerous" for Asia investors: Aberdeen Asian Investor (subscription) Arnaud Mounier, Asia chief investment officer at insurer Axa, is more optimistic on smart beta, noting that Axa's asset management arm launched smart-beta indices earlier...
Let's now see how two other portfolios we proposed back in March - the Swensen Seven and the Smart Beta - fare compared to the Simple Recipe. We have compiled the following comparison table using the InvestSpy.com ...
Money Marketing Can alpha be a market beater? Money Marketing “This can be through tactical and dynamic blending of tracker components or through 'smart beta' techniques.
Beat the market with 'smart beta' MoneyWeek Last week I wrote about how traditional passive investing isn't quite the perfect solution to the problems inherent in our efforts to make long-term returns that some like to think.
ETF Strategy David Stevenson on smart beta ETFs ETF Strategy Smart beta is a term that seems to have suddenly emerged out of nowhere to describe the rise of a new form of 'passive' investing.
Often called “Smart Beta”, one approach aims to follow certain benchmark indices passively but allow investors to tilt weightings themselves based on their preferences such as volatility or momentum, allowing them ...
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