Geschäftsführung


Unser Team hat einen starken Fokus auf Innovationen, die unter anderem mit den iSTOXX Europe – und USA Faktorindices zu neuen Finanzprodukten wie den EUREX iSTOXX-Faktorfutures oder dem weltweit ersten marktneutralen Faktor-ETF von AMUNDI geführt haben. In zahlreichen Publikationen haben wir zu Alternativen Risikoprämien, Aktienfaktorprämien und unseren Researchergebnissen Stellung genommen.

Factors Quarterly

Date

Topic
2025-07 CO2 footprint reduction and tracking error - a total portfolio view
2025-04 Common factor risks in risk factors
2025-01 Corporate Bond Factors
2024-11 Noisy Factors
2024-07 Low Carbon factor and the economic link to Carbon prices
2024-04 Fifty Shades of Gr..(owth)
2024-01 Long/Short Performance still exceeds Smart Beta Excess Returns
2023-10 ESG investment strategies – fictions, facts and factors
2023-08 If the “golden age of diversification” is over – factors to the rescue?
2023-04 Momentum disentangled
2023-02 Factors in the short - and for the long run
2022-10 Value investing might never come back
2022-07 Low Beta – 10 years in retrospect
2022-04 Shorting and the Cost of Capital
2022-01 Quality factor investing – a sound and time-tested strategy?
2021-10 On the efficiency of Long Only vs. Long Short in factor investing
2021-07 Optimal Strategies for ESG Portfolios
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

Weitere Veröffentlichungen

Datum

Thema
2025-06 FIS Innovation Summit / Credit Factors
2025-05 Buchvorstellung: ESG als Treiber von M&A
2024-11 Klimawandel, CO2 Preise und die Auswirkungen auf Aktien und Corporate Bonds
2024-10 Hedgework-Vortrag Kurzpräsentation
2024-06 Climate Smart Long/Short - an Update
2022-09 Absolut Impact #03|2022 - ESG-Investments, Shorting und die Kapitalkostenfrage
2022-09 Artikel - Shorting und Kapitalkosten
2022-05 IPE Absolute Return - Investors grapple with sustainability
2021-12 Brighttalk über Rethinking Multi Asset
2021-09 White Paper mit FIS
2021-09 Fintegral Webcast Präsentation zum Thema Gute Absichten, ökonomische Realitäten und Risikomanagement
2021-06 Brighttalk über ESG, Faktoren und ETFs (Zusammenfassung)
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