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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

Tips for Finding The Best Smart Beta ETFs

In 2018, smart beta ETF assets ... capture the factor(s) of interest, and take steps to mitigate unnecessary turnover and risk, such as large sector or country concentration,” wrote Alex Bryan, CFA, D... read more

Flourishing Factor ETFs

multifactor indices combined two or more risk premium factors (value, size, quality, momentum, and low volatility). This is understandable as a number of new multi-factor index-based ETFs came to mark... read more

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Swedroe: Carry Trade Caveats

The carry factor ... the prior research cited above. Currency carry trade returns are on average large and non-normally distributed. Investor loss aversion and overweighting of low probability events ... read more

Apple Shares Have Further Downside From Here

As a veteran of more than a decade in Wall Street sell-side equity research, I believe Apple's decision to cease ... to the $170s can only be answered by those who own broad-market ETFs or program the... read more

How To Use Data To Pick The Best ETFs For Your Investment Portfolio

When I combined multiple return "factors" into ETFs and then ... the principles of factor investing to improve your returns and reduce your risk. For example, academic research has shown that ... read more

Small-Cap And Value: A Reliable Smart Beta Combination

Likewise, while the value factor ... research. In recent months, though, a decline in small-cap prices may have discouraged investors from adopting this approach. Investors can expand the smart beta s... read more

PIMCO Launches 3 RAFI Dynamic Multi-Factor Equity ETFs

The three ETFs are: “PIMCO is excited to partner with Research Affiliates in offering the PIMCO RAFI Dynamic Multi-Factor Equity ETFs,” said Andrew ... be found in the individual ETF’s prospectus. Pre... read more

Muni outflows may create challenges

ETFs have been affected over the ... selling bonds to raise cash to pay recent hurricane premiums, the dearth of supply is offsetting the swell of outflow activity. “The supply could be a huge factor” ... read more

Shortcuts to Factor Investing: Equities and Beyond

The growth of factor investing is being driven not just by an extraordinary backlash against conventional asset classes and high-fee active management but also by a stream of innovative research ... n... read more

PureFunds®, Factor Advisors, and ISE ETF Ventures Launch Two New Specialty Tech ETFs

SUMMIT, N.J.--(BUSINESS WIRE)--Factor ... for all ETF product types. As an innovator of ETF concepts, PureFunds® strives to provide the market with easy access to in-demand niche sectors through Pure- ... read more

Lower Risk, Enhance Returns with Multi-Factor Smart-Beta ETFs

Now, index providers and ETF sponsors implement a multi-factor ... associated premium through improved portfolio diversification leads to considerable Sharpe ratio improvements compared to the broad c... read more

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