factor exposures

AP1 to up leverage, factor exposure

AP1 has its sights on broader, more efficient diversification, with plans to intensify its focus on derivatives and shake up its approach to hedge funds. We spoke to CIO, Mikael Angberg.

Sarah RundellNovember 2, 2017

Factors trump skill: MSCI

MSCI research has shown that, among top-performing funds, more than half of active returns come from factors, rather than manager skill, and style factors have the biggest impact.

Amanda WhiteJuly 14, 2017

While smart beta is a much-talked about concept, implementation is slow. Part of the reluctance of investors is the risk of sustained underperformance, but that can be overcome by matching portfolio liquidity requirements with factor cycle duration. Amanda White speaks to Michael Hunstad, head of quantitative equity research, global equity management, at Northern Trust. Sustained […]

Amanda WhiteJanuary 28, 2015