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return premium

We pop the bonnet on a couple of multi-factor ETFs that promise greater returns and diversification. What’s not to like? I’m sure we’ll find something…

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Want superior diversification and market-beating performance? We check the credentials of iShares FactorSelect MSCI World ETF.

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Want to invest in fancy pants smart beta funds? Now you can do so without having to abandon Vanguard…

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Get up-to-speed on the pros and cons of factor investing via this engaging interview with hedge fund boss Cliff Asness…

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Performance chasing works no better with Smart Beta ETFs than any other active fund strategy. Plus the rest of the week’s good reads.

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If you fancy an alternative, choose Pepsi or listen to grungy rock music, says Lars Kroijer. When it comes to passive investing, market cap indexing remains the logical way to go.

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Risk factors are the fantasy pin-ups of passive investing with amazing figures to match. Sadly, the reality can prove disappointing – find out why.

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Do you want to add some sexy risk premiums to your passive portfolio in pursuit of outperformance? That’s a lot of alliteration – but not to difficult to pull of in practice.

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The profitability factor is as strong as value, is negatively correlated with it and is strong in large caps. But how do you actually invest in it?

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Why the unique characteristics of the profitability factor mean it could be worthy of a place in your portfolio.

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Never mind the width, feel the quality – the profitability factor explains why great companies can offer market-beating returns.

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You like the idea that low volatility can beat the market for less risk than regular equities, but how do you invest in it? Read on…

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The problem with low volatility

Do you want to get higher returns with less heartache? Low-volatility holds out such promise but it could be too good to be true.

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Looking for a free lunch? Who wouldn’t like less risk and more reward, but is that really what low volatility offers?

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Momentum – the fickle factor

Momentum is the elusive portfolio juicer that has historically had great returns but is frustratingly difficult to capture.

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How to invest in small caps

A comprehensive list of small cap funds and ETFs suitable for UK passive investors.

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What is the small cap premium, how much can it improve your investing returns and does it really exist?

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Recent research suggests that even a monkey could beat a market cap index. But here’s why you may not want to ape their conclusions…

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Capture the extra returns potential of the value premium with this comprehensive selection of UK-investible value funds.

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What is the value premium? How does it work and how big is it? We explain all without droning on about Risk Factor models…

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How big are return premiums like value and small cap? Are they worth the risk?

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Increase your expected returns or lower your risk by embracing return premiums.

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