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Oleg Ruban

Oleg Ruban
Head of Analytics Applied Research for Asia Pacific

About the Contributor

Oleg Ruban, executive director, focuses on portfolio management and risk-related research for asset owners and investment managers in the Asia Pacific region. Previously, Oleg worked as an emerging market economist and a quantitative strategist at Dresdner Kleinwort. Oleg has an undergraduate degree in Economics and Management from the University of Oxford and MSc degrees from the University of Warwick and Manchester Business School. He also has a Ph.D. in Finance from Manchester Business School.

Blog posts by Oleg Ruban

  1. Chinese equity prices have hardly been music to investors’ ears so far in 2018. The MSCI China A Onshore IMI Index — the broadest MSCI A shares index designed to represent the performance of the overall A shares market — has declined more than 25% in local currency terms through Oct. 31, 2018. Were there factors in this market that outperformed?

  2. Clients often ask us whether factor insights can be applied to construct equity portfolios in a particular market. They wonder whether certain market or economic characteristics might prevent factors from working: Different countries and their equity markets are at different stages of development, have different depth and may have dominant sectors.

  3. In the age of big data, fundamental stock pickers face a major challenge. Stock selection typically depends on establishing research conviction in the operating models of companies, such as identifying inexpensive businesses that demonstrate sustainable competitive advantage, disciplined capital management and strong corporate governance. The stock picker’s edge may rely on analyzing information and top-notch research skills.

  4. A growing number of institutional investors use factor insights in constructing portfolios, managing risk or allocating capital. However, few investors have adopted a holistic approach to factor investing.

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