Sentences with phrase «alternative index strategies»

The authors also identify rebalancing's influence on popular current alternative index strategies, such as equal weighting, diversity weighting, maximum diversification, fundamental weighting, and minimum variance.

As I've written before, I'm agnostic about alternative indexing strategies.

In addition and of more practical use, the study also found that 13 alternative indexing strategies all performed better than the market - capitalization indexes.

These alternative indexing strategies, also known as «smart beta», start to blur the boundaries between passive and active investing in my opinion.

Cap - weighting may not be optimal, and if you're truly committed to an alternative indexing strategy, I won't try to talk you out of it — as long as every other piece of your financial plan is in place.

Not exact matches

With the big ETF players covering the easiest and most inexpensive indexes, more ETFs have been launched by niche managers focused on new slices of markets and sectors, as well as alternative investing and actively managed strategies.

Multi-asset funds may invest in a number of traditional equity and fixed income strategies, index - tracking funds, financial derivatives as well as alternative investments, such as real estate investment trusts (REITs) and commodities.

Over his more than 20 years of investment management experience, Wander has been intimately involved in the design, development, and oversight of a wide range of active, indexed, and alternative fixed income strategies.

Over his more than 20 years of investment management experience, Mr. Wander has been intimately involved in the design, development and oversight of a wide range of active, indexed and alternative fixed - income strategies.

The strategies derive from three choices: (1) length of the rolling window used to calculate stock and market index betas (one, three, six or 12 months of daily returns); (2) portfolio holding period (12 months or three months); and, (3) portfolio tilt method (four alternatives).

Furthermore, an expanding interest in state - of - the - art portfolio construction has many investors seeking to complement the low - cost beta (market return) achieved through index strategies with the «diversified alpha» and «exotic beta» of alternatives.

Hybrid or multi-asset funds may invest in a number of traditional equity and fixed income strategies, index - tracking funds, financial derivatives as well as alternative investments, such as real estate investment trusts (REITs) and commodities.

* Strategic beta refers to investment strategies that emphasize the use of alternative weighting schemes to traditional market capitalization - based indexes.

For portfolios of substantial size, typically in the 6 figures or higher, this will include some niche strategies and alternative investments not currently represented by robo - advisor platforms or index products.

They have also embraced smart beta funds, which allow them to take advantage of alternative index constructions, or combine passive and active strategies.

Also uniquely among dividend ETF, DIVI employs a guru - following strategy that makes it similar in principle to Global X Top Guru Holdings Index ETF (GURU) and the AlphaClone Alternative Alpha ETF (ALFA), but with a more active management style.

ALTS is the only ETF based on a Morningstar index comprising a broad range of alternative strategies.

«Creating an index that provides diversified exposure to alternative strategies aligns with Morningstar's goal of helping investors achieve better outcomes.»

Another alternative strategy is equal weighting, or assigning the same fixed allocation to every stock in the index.

Some choose to focus on broad diversification across several asset classes, some have various options strategies, alternative investments or a focus on low - cost and free ETF trading to match index returns from an «efficient market theory» standpoint.

With stock market valuations rather high, could it make sense to adopt such a strategy as an alternative to indexing?

The index consists of a comprehensive set of exchange traded funds (ETFs) in the ProShares lineup that employ alternative and non-traditional strategies.

Alternative indices aim to replicate strategies used by active fund managers by tilting portfolios towards particular systematic risk factors in markets.

«There's been more of a burgeoning industry around smart BETA (ETFs that use alternative index rules, as opposed to being cap weighted) and quant strategies,» he added, in an interview.

«A Survey of Alternative Equity Index Strategies.»

An example of our research in this area, the article «A Survey of Alternative Equity Index Strategies» by Chow et al. (2011), is an analysis of the most popular smart beta sStrategies» by Chow et al. (2011), is an analysis of the most popular smart beta strategiesstrategies.

The group is responsible for conceptualization, research, and design of the S&P Global core and quantitative equity, fixed income, commodities, volatility (VIX futures based), multi asset, sustainability (ESG), and alternative asset strategy indices.

The Alternative Portfolio comprises ETFs providing exposure to institutional - caliber strategies, including hedge - fund index replication, managed futures, broad commodities and seasonal investment rotation.

He says MSCI EAFE Dividend Growers ETF (EFAD) may be a «suitable ETF alternative to MSCI Index funds for a tax - loss harvesting strategy.»

(ETF Trends: Mar 24, 2016) ETF Trends» Max Chen said ETFs that track alternative strategies or replicate hedge fund strategies are starting to outperform the traditional hedge funds they are attempting to mimic, citing a Goldman Sachs study of liquid alternatives and hedge fund indexes.

The article recommends considering factor - based strategies versus traditional market - cap weighted indexes as an alternative for investors interested in gaining exposure into middle capitalization stocks, highlighting ProShares» REGL.

In a subsequent blog, we will explore an alternative low volatility index strategy that is designed to reduce interest rate exposure while still preserving low volatility properties.

Our analysis has found that factor - based fixed income strategies implemented in a rules - based, transparent index can represent an alternative tool for fixed income portfolio construction.

Smart beta defines a set of investment strategies that emphasize the use of alternative index construction rules to traditional market capitalization based indices.

2015 Bernstein Fabozzi / Jacobs Levy Outstanding Article Award for «A Study of Low - Volatility Portfolio Construction Methods» in the Journal of Portfolio Management 2013 Bernstein Fabozzi / Jacobs Levy Outstanding Article Award for «The Surprising Alpha from Malkiel's Monkey and Upside - Down Strategies» in the Journal of Portfolio Management 2013 William F. Sharpe Award - ETF / Indexing Paper of the Year for «A Framework for Examining Asset Allocation Alpha» in the Journal of Index Investing 2011 CFA Institute Graham and Dodd Scroll Award for «A Survey of Alternative Equity Index Strategies» 2011 Financial Analyst Journal Readers» Choice Award for «A Survey of Alternative Equity Index Strategies» 2009 Outstanding Service to UCLA Anderson School of Management 2008 Institutional Investor 20 Rising Stars of Hedge Fund Award 2005 William F. Sharpe Award - Best Index Research for «Fundamental Indexation»

Building on his pioneering work on the RAFI ™ Fundamental Index ™ approach to investing with Rob Arnott in 2005, he has published numerous articles on the topic, notably including «A Survey of Alternative Equity Index Strategies,» which won a 2011 Graham and Dodd Scroll and the Readers» Choice Award from CFA Institute, and «The Surprising Alpha from Malkiel's Monkey and Upside - Down Strategies,» which won the 2013 Bernstein Fabozzi / Jacobs Levy Award for Outstanding Paper in the Journal of Portfolio Management.

She is responsible for managing both domestic and international equity index portfolios, including a variety of separate accounts, commingled funds, ETFs and alternative beta strategies.

To preface our analysis of the pros and cons of universal life insurance, it is important to note that the policies themselves offer many benefits; however, when you take into consideration alternative investment strategies that separate life insurance and investing, consumers can get cheaper rates and more coverage with term life insurance policies and higher returns (and lower fees) with index mutual funds from a Roth IRA account.