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The business case for diversity is compelling, but the investment case for diversity is less clear-cut. We suggest, therefore, that investors who seek to promote diversity and its business benefits combine diversity with known drivers of excess returns.
We believe a solid understanding of the specific underlying return drivers of ARP strategies can improve investors’ odds of maximizing the long-run investment opportunity of ARP investing.
Machine learning provides the investment industry with a new set of tools. However, investors need to be cautious. Machine learning is being hyped and sometimes misapplied.
Webinar Replay
Factors have risks, and ignoring these risks can leave investors underprepared for the investment journey. By investing in multiple factors, diversification can mitigate the risks of individual factors, reducing a portfolio’s overall risk—but far from all of it.
Feifei Li discusses RAFI Multi-Factor, a strategy that offers diversified exposures to robust equity factors.
June 12, 2018
Vitali Kalesnik discusses factor investing and how the ETF landscape has changed the way we talk about markets, value, and growth.
October 18, 2018
Webinar Replay
In the first of a five-part webinar series, Vitali Kalesnik and Joe Steidl present the business case and academic framework underlying multi-factor investing, as well as the evidence supporting the most popular factors in factor investing.
The biggest failure in investment management—the gap between the returns realized by the investor and the returns earned by the strategy or fund the investor owns—typically remains in the shadows with the glare of the spotlights focused on alpha.
“Is China a bargain now?” Rob explains why China is “getting there,” and expands his commentary to include US and emerging-market stocks, and a potential US recession.
October 18, 2018
Listen to Chris explain why he is worried about slowing US economic momentum as a result of fading fiscal stimulus. Chris believes emerging market equities remain a good bargain for investors.
October 11, 2018
Long-only factor investing, often called smart beta, can be a valuable way for investors to achieve their long-term return targets. To achieve the best outcomes, investors should have realistic expectations about the risks factors pose and be prepared to weather potentially prolonged periods of material underperformance.
Traditional index funds match market performance and have negligible trading costs with low tracking error—or do they? Not actually—they routinely buy after high price appreciation and sell after high price depreciation.
July 16, 2018
An alternative risk premia strategy that relies on robust factors within a liquid, transparent, and disciplined framework has the potential to improve the long-term return prospects of traditional portfolios and to reduce their downside risk.
Bloomberg TV, August 17, 2018
Bloomberg TV, August 17, 2018
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