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Robeco Researcher On Factor Premiums And ETFs

David Blitz has recently discussed the concern in some quarters that factor premiums may disappear as they are arbitraged away by exchange-traded funds. Blitz, the head of quantitative equity research ... read more

Robeco partners with Credit Suisse AM to bolster factor indices

Robeco developed its first Multi-Factor Equities index solutions in 2014. The indices are designed to provide efficient exposure to four proven factor premiums ... Factor Investing Equities and Factor ... read more

Can Smart Beta & Factor ETFs Beat the Market?

In this episode of ETF Spotlight, I talk with Rolf Agather, Managing Director of North America Research ... Factor ETF QUAL and the Invesco S&P 500 Quality ETF SPHQ are really popular this year. Do ... read more

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Swedroe: Factors Are For Holding

Even though factor ... premium due to cyclicality in factor returns. A potential solution would be to buy both funds and hold on to them instead of moving assets across them.” We have met the enemy ... read more

Why ETFs are Stock Pickers’ Best Protection as Market Liquidity Plunges

That’s an important difference since it means traders are able to save cash on liquidity premiums ... While Goldman’s research suggests active managers may want to begin making greater use of passive ... read more

3 Things to Know About Vanguard’s New Factor ETFs

“There is overwhelming empirical research that says these factors delivers stronger premiums within small-cap stocks.” In addition, Vanguard’s factor ETFs do not use sector caps. In other funds, that ... read more

5 High-Yield Real Estate ETFs For Income Investors

The Invesco KBW Premium Yield Equity REIT ETF (KBWY) tracks a dividend yield ... Both REM and MORT pay quarterly distributions. Readers of our research know that we put heavy emphasis on property ... read more

Authenticity is enemy of assets for factor ETFs in bull market

Tough to stay pure amid sparse flows The most authentic factor ETFs target factors such as value and momentum based on academic research, using concentrated ... which use long/short portfolios to ... read more

The Case Against Small Caps

But the Size factor ... to research. Sorting for small and cheap stocks, for example, is a popular strategy. But billions have been allocated to pure small-cap mutual funds and exchange-traded funds ... read more

Swedroe: Momentum In Factors

Initial research ... that factor momentum is a pervasive phenomenon in financial markets.” Given the risks of data mining, before investing in a factor, one should be confident there is sufficient ... read more

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