FTSE Russell

Portfolio factor allocation schemes

March 31, 2020
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#Alternatively Weighted

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 should be a key focus...

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FTSE Russell

Russell 2000 - Forty Years of Insights

March 19, 2020
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#Equity Indexes

The Russell 2000 has become the preeminent representative of the US small-cap stock domain since its inception in 1984. More than 40 years of data enables deep insights into the relative performance and distinct...

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FTSE Russell

Appraising home bias exposure: Eurozone

January 9, 2020
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#Equity Indexes

For this study, the second in our series on the effects of investor home bias, we examined the industry concentrations, performance and return-to-risk profiles of the equity markets in France, Germany, Netherlands,...

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