Practical analysis for investment professionals

Quantitative Methods

Navigating a China Dip

Visiting Hong Kong for the first time in two decades, Mark Harrison, CFA, sees evidence of breakneck economic transformation everywhere. But what happens when the music stops?

Top 10 Posts from 2017: Markets during War, Rules for Equity Valuations, LinkedIn Tips

What were the articles of the year on Enterprising Investor? The 10 leading posts covered a broad spectrum of subjects, from interviewing and cover letter tips, to how to optimize decision making and better understand blockchain technology. They were authored by some of the most influential thinkers in finance, including Michael Batnick, CFA, and Ben Carlson, CFA, and together offer an illuminating view into the state of the investment profession in 2017.

Best of 2017: Top Stories for Investors

Jason Voss, CFA, unveils his choices for investor stories of the year. The winner is a presentation about the oddities of exchange-traded funds (ETFs) that have gone unnoticed by investors and their advisers.

Best of 2017: Financial Analysts Journal, CFA Digest, and In Practice

What can we learn from downloads of CFA Institute publications in 2017? Mark Harrison, CFA, sifts through the most popular CFA Institute Financial Analysts Journal articles as well as CFA Digest and In Practice summaries to uncover a few themes.

In Practice Summary: Value Investing — Do Quant Strategies Measure Up?

In the latest edition of the In Practice series, Mark Harrison, CFA, and Phil Davis summarize recent research into whether buying US equities that are underpriced based on simple fundamental-to-price ratios yields better performance than investing in broad market indexes.

Shortcuts to Factor Investing: Multifactor Portfolios and Benchmarking

Mark Harrison, CFA, looks at combining factors in multifactor portfolios and considers issues of performance measurement in factor investing, in the third installment of his Shortcuts to Factor Investing series.

Shortcuts to Factor Investing: Equities and Beyond

In the latest installment of his Shortcuts to Factor Investing series, Mark Harrison, CFA, takes a deeper dive into equities and factor investing's wider applications to other asset classes, including fixed income.

The Active Equity Renaissance: The Rise and Fall of MPT

After the dust settles, virtually nothing of modern portfolio theory (MPT) will remain, asserts C. Thomas Howard and Jason Voss, CFA. The three pillars on which MPT rests have been toppled, and it is time to move on. There is an alternative way to view securities markets, their movements, and their participants: behavioral finance.

Fundamental Indexing in the Bond Market: An Interview with Lidia Bolla, CFA

Lidia Bolla, CFA, takes the basic model of factor exposure and applies it to the concept of fundamental indexing in the bond market in her new article, "Fundamental Indexing in the Global Bond Markets: The Risk Exposure Explains It All." She discusses her findings in an interview with Ron Rimkus, CFA.

Shortcuts to Factor Investing 101

If investors have the option to cheaply replicate their desired exposures to help solve their portfolio problems, then why shouldn't they? Mark Harrison, CFA, curates the latest insights on what is meant by smart beta and factor investing and how they differ.

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