Research & Insights
Fixed Income Factor Research Series - The Value Effect
While there are a variety of widely-accepted metrics for defining and capturing the value factor in equities, there has not been nearly such a widely-accepted approach for capturing the value effect in fixed income. In this paper we demonstrate our first analysis of value in fixed income and outline our approach to it by utilizing a model-implied OAS framework to identify under- and over-valued securities.
FTSE Russell China Bond Research Report Q3 2018
The October 2018 report provides recent insights on the China Bond market including performance of the FTSE Russell China Bond Indexes.
Press Releases
LSEG appoints Chief Data Officer for its Information Services Division
London Stock Exchange Group (LSEG) today announced that Thomas K. (Tom) Dunlap has joined as Chief Data Officer (CDO) for its Information Services Division, which includes leading global index provider FTSE Russell.
Merseyside Pension Fund selects FTSE Russell for new Smart Sustainability index
Top 5 UK Local Government Pension Scheme commits to ‘Smart Sustainability’ multi-factor climate index Global equity index will combine comprehensive factor exposure alongside climate change considerations New index expected to launch in November 2018 FTSE Russell collaborating with Merseyside Pension Fund to support the Fund’s Climate Risk Strategy Growing trend among asset own...