Strategic allocations to factor premiums: the next big thing?

Ethical MarketsReforming Global Finance, SRI/ESG News

10-07-2012 | Insight | David Blitz, PhD “Why limit yourself to the equity premium,” asks David Blitz, Head, Robeco Quantitative Equity Research, “when there are systematic factor strategies that outperform market-cap-weighted benchmarks?” Recent research from Robeco looks at how to translate the theory of factor premium investing into practice. Innovative …

APG, OECD’s Fiona Stewart, Danish SME funding, Lithuanian reform, AP6, financial reporting standards

Ethical MarketsSRI/ESG News

Pension funds must not be ‘faceless investors’, says APG EUROPE – Corporate governance specialist at Dutch manager stresses importance of long-term engagement. 26/11/12 Fiona Stewart leaves OECD to join World Bank in Washington Danish pension funds welcome financing plans for SMEs Lithuanian parliament approves long-awaited pension reforms Swedish roundup: AP6, …