Practical analysis for investment professionals

Factor Investing


Just a Little Higher? Antti Ilmanen on the Low-Return Challenge

How can investors adapt to a low-for-long rate environment? Antti Ilmanen proposed several potential strategies.

Smart Beta vs. Alpha + Beta

Can we create a simple and clean equity portfolio by separating alpha from beta?

How Painful Can Factor Investing Get?

The last 18 months have not been kind to factor investors, and multi-factor products — with an almost 20% decline — have provided little relief.

Indexing: Out with Tradition?

How do traditional and non-traditional indexing compare in the US stock market?

The Case Against Small Caps

While most of us may enjoy rooting for the Davids, we're probably better off betting on the Goliaths. Nicolas Rabener explains.

Seven Trends in Investment Management: Ronald N. Kahn

Investment management is evolving into three distinct branches, says Ronald N. Kahn: indexing, smart beta/factor investing, and pure alpha.

Warren Buffett: The Greatest Factor Investor of All Time?

From a factor perspective, what has driven Berkshire Hathaway's outperformance?

Smart Beta: Broken by Design?

Smart beta has an especially strong reality distortion field, says Nicolas Rabener.

ESG Investing: Too Good to Be True?

The notion that companies that care about the environment, look after their employees, and exhibit good governance outperform is likely a mirage, says Nicolas Rabener.

Mr. Market’s Split Personality: Can Sector-Driven Factors Help?

Can Joel Greenblatt’s well-known Magic Formula help address Mr. Market's split personality?



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