Practical analysis for investment professionals

Smart beta

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.

Top Five Articles from March: Cover Letters, Hedge Funds, Active Equity

Julia VanDeren shares some insights on giving presentations and writing cover letters; Ben Carlson, CFA, discusses how to determine which hedge funds to invest in; Mark Harrison, CFA, curates the best content on smart beta and factor investing; and C. Thomas Howard and Jason Voss, CFA, offer some advice on how to revive active equity, in the top Enterprising Investor Posts from March.

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.

Best of 2016: Active Management Fights Back

Mark Harrison, CFA, provides a list of the most popular articles of 2016 from CFA Institute's Financial Analysts Journal and CFA Digest.

Top Five Articles from April: Sell in May and High-Impact Resumes

An analysis of smart beta by Shreenivas Kunte, CFA, an exploration of the importance of due diligence by Lauren Foster, and some cautionary examples of how NOT to solicit allocators by Ted Seides, CFA, were among the leading posts from Enterprising Investor last month.

Will Smart Beta Be the Next Industry Disruption?

It is too early to say whether smart beta can deliver disruptive innovation to the investment world. But it already appears to be chipping away at parts of the active management product space.

Top Five Articles from March: Warren’s Wisdom, China, and Smart Beta

Among the leading posts from last month are an analysis of how conventional wisdom is often wrong by Mark Harrison, CFA; an examination of Fiat Chrysler CEO Sergio Marchionne's long-term strategy by Svi Rosov, PhD, CFA; and Will Ortel's bearish, chart-filled interview with Gordon Chang on the prospects for China's economy.

Weekend Reads: Smart Beta, Robo-Advisers, and What Makes a Good Life

I don't know about you, but I find that vacations — and by that I mean vacations that are largely free from the distraction and intrusion of email — offer a rare opportunity for reflection. It's always helpful to have some distance from the office or one's country of residence to get a fresh perspective.

Where’s the Beef?! Is Your Low-Fee Smart Beta Product Ripping You Off?

So what do hamburgers and price per pound have to do with equity-oriented long-only smart beta products? A lot more than you think.

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