Sentences with phrase «factor indices aiming»
Factor - based investing can be implemented passively with the aid of factor indices aiming to provide exposure to specific factors, following rules - based methodologies, which tend to be more cost effective and transparent than actively managed portfolios.
http://www.indexologyblog.com/ Not exact matches
Alternative indices aim to replicate strategies used by active fund managers by tilting portfolios towards particular systematic risk factors in markets.
The index captures large - and mid-cap representation across 22 developed market Europe, Australasia, and Far East countries and aims to represent the performance of value, low volatility, and quality factor strategies.
The MSCI World Factor Mix A-Series Index captures large - and mid-cap representation across 23 developed countries and aims to represent the performance of value, low volatility, and quality factor stratFactor Mix A-Series Index captures large - and mid-cap representation across 23 developed countries and aims to represent the performance of value, low volatility, and quality factor stratfactor strategies.
The strategy aims to provide targeted exposure to those factors while maintaining a risk level similar to their respective market benchmark indices, according to BlackRock's announcement.