Haki Crisden, Author at Top1000funds.com

A ‘Sharper’ approach to factor premiums

There is a shift towards allocating to the factor premiums momentum, value and low volatility. However, since common factor indexes are a suboptimal way to harvest factor premiums, this paper shows the improved results of a more sophisticated approach. Factor strategies developed by Robeco lead to higher returns, while lowering the risks, resulting in higher […]

Haki CrisdenAugust 27, 2014

How smart is ‘smart beta’ investing?

Investors increasingly embrace “smart beta” investing, by which we mean passively following an index in which stock weights are not proportional to their market capitalizations, but based on some alternative weighting scheme. Examples include fundamentally-weighted indices and minimum-volatility indices. In this whitepaper we first take a critical look at the pros and cons of smart […]

Haki CrisdenJune 5, 2014

Events

Protected: Speaker presentations – FIS 2012 Santa Monica

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Haki CrisdenOctober 30, 2012

Events

Editor Pick #1

Mario Batali Is Sorry bit.ly/tNYG1k Yahoo is searching for a future. It offers a spectacle that involves huge war chests and equally inflated egos econ.st/v49Op6 Speech by Philip Lowe, Assistant Governor, to Australian Farm Institute Agriculture Roundtable Conference, Melbourne –goo.gl/Rjs1U An unemployment cartoon of the day (with giraffes): nyr.kr/sdG2MV

Haki CrisdenNovember 21, 2011

Exchange Traded Funds: Maximizing the Opportunities for Institutional Investors

Around the world, exchange traded funds (ETFs) are becoming an increasingly important component of institutional investors’ portfolios. In this Vision Focus paper, we examine ETFs, including regional differences and changing regulations, as well the growing number of institutional uses for them. Click here to download the report

Haki CrisdenJanuary 31, 2011