Accelerating risk appetite in November triggered a regime change from slowdown to expansion.
A dynamic approach to factor investing can help investors outperform the market.
ETF flows slowed to a trickle in the wake of market volatility and a decline in investor sentiment.
Systematic quarterly rebalancing may help revenue-weighted portfolios seek potentially high yields.
A discussion of factor research with Christopher Polk of the London School of Economics.
Stretched valuations and shifting momentum may disrupt the group of market leaders.
Strong July performance helped low volatility edge out momentum, while value finished last.
The economic and interest rate picture in international markets may attract dividend investors.
More than a buzzword, smart beta offers sophisticated strategies to pursue market returns.