In the context of the risks around China's A-Share market, active managers may be well-placed to add value.
How the quantitative mapping of corporate ‘fundamental networks’ can give a more refined framework for understanding companies.
Overcoming the impact of market movement in analysis of equity valuations.
Building on previous analysis about the impact of 'smart beta' factors on active investment managers, we extend our analysis to ask broader questions across a wider universe.
As outflows continue from active equity to passive and smart beta approaches, we analyze data on major institutional investors in the US to understand the key drivers of this shift.
We investigate two dynamic strategies that, in contrast to these passive investments, appear to have generated positive performance both in the long-run and particularly so during historical crises.
How the rise of 'smart beta' strategies offer insight into the real drivers of active manager alpha.
Investors must beware of the increasingly cited 'correlations' across global markets, which risk mistaking coincidence for persistent patterns.
Value investing may be a hedge to a rising interest rate environment.
Emerging market small cap equities may potentially offer compelling opportunities for investors.
Careful consideration of how factors are constructed, adjusted for biases, and combined could affect investment outcomes significantly.
Is it possible to capture the low volatility anomaly while avoiding crowded trades and overvaluation?