Bridging the gap between active investing and indexing, advanced beta seeks to merge the best of both approaches – the potential for alpha with the cost, transparency and liquidity features inherent in indexing. Advanced beta strategies can also give investors more control by allowing them to actively choose the factors they believe will influence performance.
If we consider environmental, social and governance (ESG) metrics as a set, is ESG a factor?
An examination of how factors like quality should be defined from across equity and fixed income.
While traditional asset allocation approaches dominate, our survey revealed that institutional investors are looking for new perspectives. Factor-based strategies such as smart beta are gaining traction.