Geschäftsführung

iSTOXX Quarterly

Datum	Thema
2021-04	Is Size still a valid factor?
2021-01	This time is different (COVID reflections)
2020-10	The Smart Beta Mirage
2020-07	Risk Mitigation using EUREX Factor Futures
2020-04	Develop theories, not trading rules vs. the evolution of risk premia
2020-01	Smart Beta and ESG: Is this a match in heaven?
2019-10	Factor Timing and the “Fundamental Law of Active Management”
2019-06	Value stocks behave like Long Call options
2019-04	Has factor investing really failed to live up to its many promises?
2019-01	Confused by discussions between score-based and beta-based factor approaches?
2018-10	Buffett´s Alpha is a combination of leveraged factor betas
2018-07	Dividend investing and the World Cup 2018
2018-04	Factor family comparison
2018-02	Three ideas from Alpha Centauri, which survived recent market turmoil
2018-01	Decoupling from weaker Smart Beta performance
2017-11	iSTOXX USA Index Family launched
2017-10	The future looks bright
2017-07	Harvesting Equity Returns with Bond Like Volatility

Datum	Thema
2020-06	Hansawelt ESG (OeUZ)
2020-01	Whitepaper The Search for Climate Smart Investments Revision January 2020
2019-11	AbsoluteReport Kommentar Low Carbon
2019-06	Hedgework 165 - Climate Smart
2017-11	Amundi ETF Focus - Multi Factor Market Neutral - 2017 - DE
2017-05	STOXX Harvesting equity like returns with bond-like volatility
2017-05	Factsheet iSTOXX Futures
2017-05	EUREX Futures on iSTOXX factor indexes
2016-12	BorsenZeitung Low Carbon Multifaktor
2016-11	EUREX Factor investing is there a rational explanation for Low Volatility
2016-11	BorsenZeitung-Quality Low Volatility
2016-11	BorsenZeitung Momentum Size
2016-11	BorsenZeitung Faktorinvesting
2016-11	BorsenZeitung Carry Value
2016-11	AbsoluteReport Faktorinvesting
2016-04	iSTOXX Europe Factor Indices An Investable Access To Factor Risk Premia
2016-03	ETF Magazin Gastbeitrag Risiko
2015-06	Altii Beitrag Risikopraemien