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Showing 1 - 10 of 23 entries

  1. BLOG

    Hotter Inflation Set Some Styles and Sectors on Fire 

    Jan 11, 2022

    Factor Investing

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    Whether due to stimulus, deglobalization, decarbonization or an overheating economy, higher inflation could have an impact on style-factor and sector performance. We investigate this impact in the context of two potential economic-growth regimes.

  2. BLOG

    Factors in Focus: Are Your Equity Styles Ahead of the Curve? 

    Jan 5, 2022

    Factor Investing

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    If economic expansion and higher inflation continue in 2022, interest rates could rise around the world. As investors re-evaluate equity portfolios, we look at factor-index performance in different U.S. interest-rate and yield-curve regimes.

  3. BLOG

    Did Deglobalization Add to Inflation Woes? 

    Dec 13, 2021

    Global Investing

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    Inflation watchers, aware of how COVID-19 led to trillions of dollars of stimulus, may want to note the longer-term shift toward deglobalization. As these forces collide, they may lead to rising global inflation and affect asset-allocation strategies.

  4. BLOG

    Controlling Idiosyncratic Risk in Value Strategies 

    Nov 18, 2021

    Factor Investing

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    We looked at ways to mitigate some of the performance drag of stock-specific risk on value strategies over the last decade by directly controlling for this risk without negatively affecting value-factor exposures or contributions.

  5. BLOG

    Factors in Focus: Go with the Flow? 

    Jul 1, 2021

    Factor Investing

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    In the latest edition of Factors in Focus, we look at flows into equity factor ETFs and whether it has been profitable, historically, to follow the money, along with our analysis of factor and factor-index performance over the second quarter.

  6. BLOG

    Purifying Value 

    Jun 29, 2021

    Factor Investing

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    Unintended exposure to non-value factors was a large contributor to value’s period of underperformance. We investigate value-portfolio construction when controlling for these exposures while maintaining maximum exposure to value factors.

  7. BLOG

    The Theory of (Value) Relativity 

    May 5, 2021 Waman Virgaonkar , Mehdi Alighanbari

    Factor Investing

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    Whether constructing a fundamental factor model, a value strategy or a value index, valuation ratios need context. Time-series and cross-sectional approaches each have pros and cons. But combining the two may have presented a clearer picture. 

  8. BLOG

    Bringing Value to the 21st Century 

    Apr 28, 2021 Mehdi Alighanbari , Arihant Jain , Saurabh Katiyar , Katiyar Saurabh

    Factors , Global Investing

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    In the second post in our series, we further probe value’s underperformance over the past decade and ask if the historic definition of value remains relevant. We specifically look at whether a company’s valuation can be enhanced by reflecting R&D investments. 

  9. BLOG

    Factor Investing Held in High-Volatility/-Concentration Period 

    Apr 23, 2021 Abhishek Gupta , Ashish Lodh

    Factor Indexes , Factors , Risk Management

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    U.S. equity markets have experienced increased volatility coupled with concentration in a handful of megacap companies. Has this hampered investors’ ability to capture factors effectively? Have stock-specific risks dominated factor indexes?

  10. BLOG

    Innovation Remix: Adding Thematics to Equity Programs 

    Apr 14, 2021 Raman Aylur Subramanian , Anil Rao , Subramanian Aylur

    Equity Themes , Factor Indexes , Global Investing

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    How can investors incorporate transformative, but volatile thematic investments while seeking to control for valuation and total and active risk? We examine three approaches that improved a portfolio’s “innovation profile” with modest changes to risk.

Showing 1 - 10 of 23 entries