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White Papers

White Papers

In-depth, expert analysis on the changing landscape of investments around the world. Leading asset managers reports uncover trends, highlight changes and consider future strategic impact.

S&P Dow Jones Indices - The Persistence of Smart Beta (2015)

As Smart Beta and factor strategies become increasingly popular, will this impact their performance? Certainly, persistent outperformance from systematic strategies seems to run contrary to efficient markets theory. In this 18 page document, S&P Dow Jones examine the arguments.

Company: S&P Dow Jones
Date added: 26-10-2016
Sector: Smart Beta

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State Street Global Advisors - How to use Smart Beta to strengthen a passive portfolio

The year’s first quarter provided ample evidence of the investment challenges we previewed in our Global Market Outlook for 2016.

Company: State Street Global Advisors
Date added: 16-06-2016
Sector: Smart Beta

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FTSE Russell - Achieving Controlled and Meaningful Factor Exposure via Factor Indexes

Asset owners and asset managers are increasingly interested in so-called “smart beta” indexes, a category that includes factor and alternatively weighted indexes. In a series of four FTSE Russell Insights, we explore the concept of factors in depth. We examine the differences between factor indexes and other types of smart beta index, illustrate how factor exposure is embedded in an index and suggest how factors can be combined most effectively.

Company: FTSE Russell
Date added: 01-06-2016
Sector: Smart Beta

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FTSE Russell - Combining Factors

set owners and asset managers are increasingly interested in so-called “smart beta” indexes, a category that includes factor and alternatively weighted indexes. In a series of four FTSE Russell Insights, we explore the concept of factors in depth. We examine the differences between factor indexes and other types of smart beta index, illustrate how factor exposure is embedded in an index and suggest how factors can be combined.

Company: FTSE Russell
Date added: 01-06-2016
Sector: Smart Beta

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S&P Dow Jones Indices - What Is In Your Smart Beta Portfolio? A Fundamental and Macroeconomic Analysis

This paper reviews some typical smart beta strategies that seek to track the more common factors in the U.S. market, with the aim of better understanding the characteristics of these strategies. Using a risk model, the paper starts by examining primary and secondary exposures; next, it examines the macroeconomic environments in which the various strategies outperformed; finally, it examines the preceding analysis on four stylized multi-factor portfolios.

Company: S&P Dow Jones
Date added: 05-05-2016
Sector: Smart Beta

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Invesco PowerShares - Understanding Smart Beta

Smart Beta: An alternative selection and weighting index based methodology that may outperform a benchmark, mitigate portfolio risk, or both.

Company: Invesco Power Shares
Date added: 01-10-2015
Sector: Smart Beta

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Invesco PowerShares - White Paper Series on Active Passive Debate

Examining Smart Beta equity methodologies and their impact over market cycles.

Company: Invesco Power Shares
Date added: 01-10-2015
Sector: Smart Beta

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Nasdaq - Smart Beta: Sticking to the Plan

MAKING OUR MARK IN THE ETP BUSINESS
Leveraging cutting edge technology to bring high-quality, cost-effective benchmarking solutions to market.

Company: Nasdaq
Date added: 01-10-2015
Sector: Smart Beta

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