About 404 results found
Mar 24, 2021 ... Index / ETFs | Tax alpha is an often-overlooked source of improving passive and smart-beta index performance with direct indexing offering ...
Jul 10, 2018 ... Portfolio Risk Management | Many Smart Beta ETFs are bought with the expectation of long-term market outperformance.
Mar 9, 2018 ... Portfolio Construction | The term “Smart Beta” was developed by marketing in the last decade to describe what is essentially a quantitative ...
Aug 8, 2019 ... Portfolio Construction | Over the last five years, the style factor returns in Axioma's Asia ex-Japan fundamental model for Profitability ...
In this paper, we show results of stress tests on a number of different Smart Beta ETFs. Even portfolios with similar investment philosophies (and seemingly ...
Factor Investing | In this paper, we use the backtester capabilities of the Axioma Portfolio Optimizer to investigate the maximum capacity of a smart beta ...
May 21, 2018 ... Since 2017, issuers have started 67 new smart-beta ETFs, according to BlackRock Inc. The firm estimates that factor strategies will grow to $3.4 ...
Jan 17, 2018 ... In this paper we construct four variants of each of our smart beta portfolios, as well as two variants of a Low Volatility portfolio. We use the ...
Index / ETFs | STOXX has been recognized as 2018's “Best Smart Beta Index Provider, Asia-Pacific” by Structured Retail Products (SRP).
Sep 4, 2020 ... Source: Qontigo. MF=Multi-factor. “We find that the market of smart beta strategies capturing equity factors has ...
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