quantitative solutions for factor investing. factorresearch provides quantitative solutions for factor investing in equity markets globally. we support our clients in their factor allocation and analysis process.
research compendium 2018. contains 50 research papers and 4 white papers that we published on factorresearch.com and other media in 2018; focus on factor investing and quantitative strategies from an investor’s perspective; they are kept brief, as simple as possible, and will hopefully stimulate debate
source: factorresearch. further thoughts. this short research note contrasts the factor exposure of smart beta etfs and mutual funds. despite active managers being in the defensive in recent years, investors may utilise mutual funds to capture higher exposure to certain factors than with etfs.
e-mail; about the author(s) nicolas rabener. nicolas rabener is the managing director of factorresearch, which provides quantitative solutions for factor investing. previously he founded jackdaw capital, a quantitative investment manager focused on equity market neutral strategies. previously, rabener worked at gic (government of singapore
Value Us Sectoral Analysis - FactorResearch - Commentaries
analysis of the value factor in the us by sectors. using price-to-book (pb) or price-to-earnings (pe) results in similar value factor performance. some sectors are perpetually expensive while others are always cheap. sector rotation is higher with pe than with pb.
How to allocate smartly to smart beta - ETF Stream
smart beta has come under pressure in recent years due to poor flows and popular factors such as value delivering negative returns. nicolas rabener, managing director at factorresearch, examines the methods in which investors can allocate to smart beta without having their fingers burnt. takeaway versus home-cooked investing obesity rates in countries like the us or new zealand are north
this research note was originally published by the cfa institute’s enterprising investor blog. here is the link. get the timeless reading ebook in pdf get the entire 10-part series on timeless reading in pdf. save it to your desktop, read it on your tablet, or email to your colleagues.