TEG Report on ESG Benchmarks: Unsustainable proposals (Scientific Beta, 2020)
This white paper from Scientific Beta reviews the proposals of the TEG that are to be used in the preparation of the delegated acts and finds them wanting.
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Portfolio factor allocation schemes (FTSE Russell, 2020)
Factor allocation decisions are becoming a prominent consideration for factor investors. Which factors to allocate to, and in what magnitude, has a significant impact on investment outcomes and…
Is There Something Wrong with the Value Premium? (Alpha Architect, 2020)
The dramatic underperformance of the value premium since 2018, among the largest drawdowns in history, has led many to question its existence. It is certainly possible that what economists call a “…
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