Don’t Be Caught between Quick and Stubborn Factors, Quant & Systematic, Private & Alternative Markets Crowding can be a problem, but is it any worse if a computer does it as opposed to a human, Man FRM Chief Investment Officer asks. Read More
The Case for Min Volatility with a Yield-tilt Sauce Asset Owners, Equities, Factors, Quant & Systematic Solving minimum volatility implementation issues through blending. Read More
Steering Clear of Factor Strategies Asset Allocation & Strategy, Asset Owners, Chief Investment Officers, Factors, Quant & Systematic, Women in Finance Boston University’s endowment fund says factor strategies are not for them. Read More
Smart Beta Popularity Could Lead to Crowding Equities, Factors, Quant & Systematic Smart beta product proliferation needs monitoring, Willis Towers Watson says. Read More
Factor Investing as a Tilting Mechanism Asset Owners, Chief Investment Officers, Equities, Factors, Quant & Systematic The HK Hospital Authority Provident Fund Scheme applies factor strategies for tilting purposes. Read More
Facing Peer Risk Head-On: PKA Ventures into Alt Beta Asset Allocation & Strategy, Asset Owners, Factors, Quant & Systematic Overhauling your investment strategy means facing peer risk, Danish asset manager PKA has found. Read More
The Gastronomy of Factors Asset Allocation & Strategy, Factors, Quant & Systematic Andrew Ang, Head of Factor Investment Strategies at BlackRock, says illiquid assets are the next frontier and will lead to factor only portfolios. Read More
AP2’s Stumble into Systematic Beta Asset Allocation & Strategy, Asset Owners, Equities, Factors, Quant & Systematic Tomas Franzén, Chief Investment Strategist at AP2 tells [i3] Insights about the fund’s journey into systematic beta. Read More
Towards Purer Factors Asset Allocation & Strategy, Factors, Quant & Systematic AQR’s Gregory Andrade makes the case for applying hedge fund strategies to factor investing. Read More
