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Beyond Market Equilibrium: The Future of Active Investing

categories: Indexes, Portfolio Management Analytics, Americas, EMEAI, Factor and Risk Modeling, Investing (Investment Management), Portfolio Construction and Optimization, Asia Pacific, Asset Owners, Hedge Funds, Equities, Australia, MELAS Dimitris, NAGY Zoltan, ZANGARI Peter, Asset Managers (Quant or Fundamental), KUMAR Navneet, general

Asset owners use indexes as policy benchmarks and reference portfolios in their asset allocation. Index investors track cap-weighted indexes that seek to capture the market return. Active investors select securities and build portfolios that aim to outperform the market. All these types of investors may be able to benefit from incorporating factors into their process. More importantly, they may also be able to integrate factors without compromising other fundamentally important aspects of their strategies. In this Research Insight, we examine options for these institutional investors.

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