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    • Company Overview
    • Our Values
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    • Meet the Team
    • Careers
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Category Archives: Archive

Finding Smart Beta in the Factor Zoo

ArchiveBy adminAugust 15, 2014

The publish-or-perish syndrome and the smart beta movement have motivated academics and practitioners to come up with a spate of new factors. How can investors determine which ones are legitimate and how to use them in their equity portfolios?

Measuring the “Skill” of Index Portfolios

ArchiveBy adminFebruary 26, 2014

Investors devote significant resources to deciding whether a manager is skillful. When it comes to passive investing, they appear to lose their critical faculties.

The Value Premium is Mean-Reverting

ArchiveBy adminJanuary 28, 2014

It’s not merely interesting that the value premium tends to revert toward the long-term average; it’s strategically consequential, too.

Who Is On the Other Side of the Trade?

ArchiveBy adminDecember 19, 2013

Value investing is uncomfortable because it goes against our genetic programming; on our evolutionary path, fear and greed probably served to keep us safe.

The Challenges of Year-End Forecasting

ArchiveBy adminDecember 4, 2013

Many investors piled on the equity bandwagon this year, pushing prices up to dizzying heights. With current yields for U.S. equities at record lows, is it time to get off the bandwagon?

Smart Beta vs. Traditional Value Style Indices

ArchiveBy adminOctober 24, 2013

Fundamentals-weighted index investing extracts the value premium through contrarian rebalancing in a diversified core portfolio.

Smart Beta and Benchmark Risk

ArchiveBy adminOctober 10, 2013

The conventional ex-post risk measures of tracking error and the information ratio must be reinterpreted for Smart Beta strategies.

Smart Beta, MPT, and Diversification

ArchiveBy adminOctober 2, 2013

Smart Beta’s efficiency comes, not from optimization, but from a more balanced distribution across equity premium sources.

Strategy Indices and Smart Betas

ArchiveBy adminSeptember 24, 2013

Active quant strategies primarily seek alpha through proprietary return forecasting. In contrast, Smart Beta strategies are a good fit for the core equity portfolio.

The Genesis of Smart Beta Investing

ArchiveBy adminSeptember 24, 2013

What is Smart Beta and how can it help investors? In the first part of a new series, CIO Jason Hsu relates Smart Beta to traditional passive and active management. 

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