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Tag Archives: Factor Investing
Arbitrage Pricing Theory (APT)
Arbitrage Pricing Theory (APT) In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the concept of arbitrage portfolio, a pillar concept in asset pricing theory. This article is structured as follows: we present an … Continue reading
Posted in Contributors, Financial techniques
Tagged APT, Asset Pricing, CAPM, Factor Investing, Factors, Market factor
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Black-Litterman Model
In this article, Youssef LOURAOUI (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the Black-Litterman model, used to determine optimal asset allocation in a portfolio. The Black-Litterman model takes the Markowitz model one step further: it incorporates an … Continue reading
Smart Beta industry main actors
In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents the main actors of the smart beta industry, which is estimated to represent a cumulative market value of $1.9 trillion as of 2017 and is … Continue reading
Posted in Contributors, Financial techniques
Tagged Asset Management, Factor Investing, Factors, Smart Beta
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MSCI Factor Indexes
In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents the MSCI Factor Indexes. MSCI is one of the most prominent actors in the indexing business, with approximately 236 billion dollars in assets benchmarked to … Continue reading
Posted in Contributors, Financial techniques
Tagged Asset Management, Factor Investing, MSCI, Smart Beta
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Smart beta 2.0
In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents the concept of Smart beta 2.0, an enhancement of the first generation of smart beta strategies. The structure of this post is as follows: we … Continue reading
Smart Beta 1.0
In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents the concept of the smart beta 1.0, the first generation of alternative indexing investment strategies that created a new approach in the asset management industry. … Continue reading
Alternative to market-capitalization weighting strategies
In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents the different alternatives developed to the market-capitalization weighting strategy (buy-and-hold strategy). The structure of this post is as follows: we begin by introducing alternatives to … Continue reading
Markowitz Modern Portfolio Theory
Markowitz Modern Portfolio Theory In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents Markowitz’s Modern Portfolio Theory, a pioneering framework for understanding the impact of the number of stocks in a portfolio and their … Continue reading
Smart Beta strategies: between active and passive allocation
Smart Beta strategies: between active and passive allocation In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) discusses the topic of smart beta strategies and especially the debate about its position as an active or … Continue reading
Factor Investing
Factor Investing In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents factor investing, which is an investment approach that focuses on distinct performance drivers across asset classes. This article is structured as follows: we … Continue reading
Posted in Contributors, Financial techniques
Tagged Asset Management, Factor Investing, Smart Beta
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Origin of factor investing
Origin of factor investing In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents the origin of factor investing. A factor is defined as a persistent driver that helps explain assets’ long-term risk and return … Continue reading
Posted in Contributors, Financial techniques
Tagged Asset Management, Asset Pricing, Factor Investing, Factors, Market factor
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Growth Factor
Growth Factor In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents the growth factor, which is based on a risk factor that aims to get exposure to firms with high growth potential based on … Continue reading
Posted in Contributors, Financial techniques
Tagged Asset Management, Factor Investing, Factors, Smart Beta
8 Comments
Quality Factor
Quality Factor In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents the quality factor, which is based on a risk factor that aims to get exposure to businesses with long-term business plans and competitive … Continue reading
Posted in Contributors, Financial techniques
Tagged Asset Management, Factor Investing, Factors, Smart Beta
9 Comments
Size Factor
Size Factor In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents the size factor, which is based on a risk factor that aims to capture the documented outperformance of small-cap firms compared to larger … Continue reading
Posted in Contributors, Financial techniques
Tagged Asset Management, Factor Investing, Factors, Smart Beta
9 Comments
Momentum Factor
Momentum Factor In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents the momentum factor, which is based on a risk factor that aims to get exposure to stocks that have a winning tendency in … Continue reading
Posted in Contributors, Financial techniques
Tagged Asset Management, Factor Investing, Factors, Smart Beta
9 Comments
Yield Factor
Yield Factor In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents the yield factor, which is based on a risk factor that aims to get exposure to companies that are regarded to be inexpensive … Continue reading
Posted in Contributors, Financial techniques
Tagged Asset Management, Factor Investing, Smart Beta
9 Comments
Value Factor
Value Factor In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents the value factor, which is based on a risk factor that aims to get exposure to undervalued firms in relation to their industry … Continue reading
Posted in Contributors, Financial techniques
Tagged Asset Management, Factor Investing, Smart Beta
9 Comments
Minimum Volatility Factor
Minimum Volatility Factor In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents the Minimum Volatility Factor, which is based on a risk factor that aims to get exposure to securities with a low volatility … Continue reading
Posted in Contributors, Financial techniques
Tagged Asset Management, Factor Investing, Portfolio Theory, Smart Beta
10 Comments
Is smart beta really smart?
Is smart beta really smart? In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2017-2021) presents the concept of smart beta used in the asset management industry. Mutual funds and Exchange traded funds (ETF) based on … Continue reading
Posted in Contributors, Financial techniques
Tagged Asset Management, Factor Investing, Factors, Portfolio Theory, Smart Beta
1 Comment
ETFs in a changing asset management industry
ETFs in a changing asset management industry In this article, Youssef LOURAOUI (ESSEC Business School, Global Bachelor of Business Administration, 2016-2020) talks about his research conducted in the field of investing. As a way of introduction, ETFs have been captivating … Continue reading
Posted in Contributors, Financial news, Financial techniques
Tagged Asset Management, ETF, Factor Investing, Factors, Passive Investing, Portfolio Theory
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