Tag Archives: Smart Beta

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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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