Featured Company: FTSE Russell - a global index leader
Choosing the right index partner has never been more important, but FTSE Russell makes the choice easy - with exceptional commitment to its clients - and indexes universally trusted by investors to measure and benchmark markets across asset classes, styles and strategies.
In addition to its renowned thought leadership and research, FTSE Russell works closely with its clients to create the benchmarking, analytics and data solutions they need to ensure a precise view of the market relevant to their investment process.
2017 Smart Beta Survey - studio panel discussion (July 2017)
Watch FTSE Russell’s Rolf Agather, managing director, research and analytics, and an esteemed institutional panel as they analyse some of the key findings from the 2017 smart beta survey. Recorded live in the studios of the London Stock Exchange.
Exchange-traded-funds (ETFs) investor education series (June 2017)
UK wealth managers, financial advisors and ETF industry experts discuss the fast growing world of ETFs. This four-part video series includes an introduction to ETFs, ETFs as market access tools, ETF selection, trading and execution.
Indexes and Benchmarks Made Clear (June 2017)
This guide provides an introduction to the various purposes indexes can serve and shares some of the important attributes one should consider when selecting an index.
The Anatomy of Smart Beta (June 2017)
In this FTSE Russell Insights we examine the origins of smart beta, consider the variety of indexes on offer and their uses, and look into the future of this type of index.
Smart beta: 2017 global survey findings from asset owners (May 2017)
Now in its fourth year, FTSE Russell’s comprehensive survey of global asset owners focuses on key themes behind the adoption, evaluation and implementation of smart beta.
Meeting the demand for listed infrastructure indexes (May 2017)
This paper explains how listed infrastructure indexes enable investors to measure the performance of an increasingly important segment of global equity markets.
Factor Exposure and Portfolio Concentration (May 2017)
Get an in-depth view of efficient multi-factor portfolio construction techniques, review the pros and cons of various approaches, and take a closer look at the benefits of tilting toward and away from single and multiple factors.
Leveraging factors without using leverage (April 2017)
In this Insights, we empirically show that the FTSE Russell “tilt-tilt” integrated methodology is more capital efficient in delivering exposures than a mixed composite methodology.
Sustainable Investing Forum: Pension Fund Insights (videos) March 2017
FTSE Russell’s forum on the past-present-future of sustainable investment examines the evolution of ESG approaches, and provides fresh insights about opportunities and risks from executives across the pension funds industry.
Diversification, liquidity and transparency in global listed real estate (March 2017)
This 8-page paper by FTSE Russell discusses global-listed real estate securities. It defines the asset class and makes the case for its inclusion in institutional investors' asset allocation strategies.
China through the mosaic of its share classes (February 2017)
Each new Chinese share class has marked an increased openness and often a new phase in China’s economic development. Read FTSE Russell’s latest research for deeper insights about the Chinese equity market.
Understanding the benefits of REITs in the U.S. market (Nov 2016)
This Index Insights from FTSE Russell provides an overview of REITs with particular consideration given to: what they are, types, their role, their income, relative performance and exposure.
Risk based smart beta indexes – theory and practice (October 2016)
The FTSE Russell paper explores the most popular types of Smart Beta Indexes and looks at how investors are currently using them.
Russell index reconstitution – minimising costs associated with index turnover (July 2016)
A set of papers, one provides insight into the 2016 reconstitution of the Russell US indexes. The second paper updates prior research on the impact of index reconstitution on the performance of the Russell 2000® Index.
ESG - Road Blocks or the Road to Integration? (April 2016)
This seven-page study explores some of the perceived obstacles to applying an ESG framework to the stock selection process, and sets out practical ways of achieving a successful integration.
Multifactor Indexes: The Power of Tilting (March 2016)
This paper examines alternative processes for building multifactor indexes, in order to benefit from a diversified exposure to the various source of factor return.
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