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.

iSTOXX Quarterly



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