Taiwan’s BLF opens tender for US$1.5 billion multi-factor mandate Asia Asset Management November 21, 2018 https://www.asiaasset.com/news/Taiwan_BLF_1120.aspx Excerpt: Taiwan’s Bureau of Labor Funds (BLF), which supervises the island state’s labour pensions, is calling for bids for its first multi-factor mandate, with total funding of US$1.5 billion. The BLF is looking for five fund…
BLF invites bids for $1.5bn EM equity mandate Asian Investor November 20, 2018 Jolie Ho https://www.asianinvestor.net/article/blf-invites-bids-for-1-5bn-em-equity-mandate/448415 Excerpt: Taiwan’s Bureau of Labor Funds is inviting bids for a five-year, quasi-passive emerging markets equity mandate of $1.5 billion to be split equally between five asset managers. The NT$3.94 trillion ($127 billion) state pension manager – a keen…
Robeco Factor Investing Seminar Zurich November 15, 2018 Speaker: Dr. Jason Hsu, Chairman and CIO, Rayliant Global Advisors Topic: What you should know about Factor Investing https://www.robeco.com/ch/en/themes/robeco-explore/zurich/
Robeco Factor Investing Seminar Geneva November 14, 2018 Speaker: Dr. Jason Hsu, Chairman and CIO, Rayliant Global Advisors Topic: What you should know about Factor Investing https://www.robeco.com/ch/en/themes/robeco-explore/geneva/
Factor returns are often reported as the average of factor returns among large stocks and the factor returns among small stocks. However, factor returns among small, illiquid stocks are significantly higher than those among larger, more liquid stocks, suggesting that the factor returns in the literature are exaggerated and cannot be implemented with substantial assets.
Fuzzy Math in Quant ETFs? A $1 Trillion Boom Draws Naysayers Bloomberg October 30, 2018 Justina Lee and Lu Wang https://www.bloomberg.com/news/articles/2018-10-30/fuzzy-math-in-quant-etfs-a-1-trillion-boom-draws-naysayers Today’s rules-based investing models were supposed to take the guesswork out of Ben Graham’s age-old principle of using “established standards of value” in deciding what to own. In practice, some argue, they’ve made…
To maximize social value and investor returns, it is optimal to fund those ESG firms that are most in need of capital.
Smart Beta ETFs Embraced Amid A-Share Downturn Caixin Global October 12, 2018 Yue Yue and Han Wei https://www.caixinglobal.com/2018-10-12/smart-beta-etfs-embraced-amid-a-share-downturn-101333982.html In the face of China’s stock-market slump, two Hong Kong exchange-traded funds (ETFs) that debuted a year ago are posting growth, reflecting increased holdings of Chinese stocks in foreign portfolios and the funds’ unconventional investment strategies.…
SGX Index Edge Factor Investing Forum 2018 Speaker: Dr. Jason Hsu, Chairman and CIO, Rayliant Global Advisors Topic: Factor Investing – Is it different in Asia? Date: Wednesday, December 5, 2018 Time: 3:30pm – 6:30pm Venue: Singapore Exchange, Shanghai Room 2 Shenton Way, #02-02 SGX Centre 1 Singapore 068804 *This event…
JANUARY 29, 2019 CFA Society Dallas/Fort Worth The Crescent Club200 Crescent CourtDallas, Texas 75201 Click Here to Register JANUARY 30, 2019 CFA Society Houston The Briar Club2603 Timmons LaneHouston, Texas 77027 Click Here to Register JANUARY 31, 2019 CFA Society Austin The University of Texas Club2108 Robert Dedman DriveAustin, Texas 78712 Click Here to Register FEBRUARY 1,…