Our team has a strong focus on innovation and developed the iSTOXX Europe- and iSTOXX USA factor indices, paving the way for the first European factor futures at EUREX as well as the first market neutral factor ETF globally by AMUNDI. In various publications we analyzed risk premia, equity factor premia and our own research results.

iSTOXX Quarterly



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