Tag: smart beta (Page 1 of 2)
We build a systematic municipal bond portfolio. The portfolio uses four factors (low volatility, momentum, value, carry) across six municipal bond sectors.
Research Affiliates has published new research showing managers fail to capture theoretical factor returns. But is it their research method flawed?
A long-form presentation in which we explore factors (i.e. "smart beta"), covering both the basics of what they and more advanced topics of implementation.
We explore new evidence about interaction effects in composite-based multi-factor portfolios and look into FTSE Russell's Tilt-Tilt integrated approach.
Volatility and risk are often treated as the same thing, but low volatility ETFs have many risks that investors may not be aware of.