Factor Tilts by Michelle Shkedi & Ryan Stever September 23, 2021
In this blog post, we explore some of the questions that clients invested in low-beta strategies have asked us: What should I do? Have the benefits of low beta been arbitraged away, or was 2020 driven by idiosyncratic reasons rather than structural changes?...
Factor Tilts by Patrick Geddes April 18, 2018
Since Aperio offers tax-loss harvesting through both cap-weighted and factor-tilt strategies, we’re often asked, “Do I get more value from plain loss harvesting (cap-weighted) or from factor tilts, and does one affect the other?” To answer that question...
Factor Tilts by Lisa Goldberg September 28, 2017
Nine years into a bull market and with volatility at a historical low, now is a good time to ensure you’re on top of the risks in your hedge funds and active equity. In Sleeping Dragons, we take a second look at...
Factor Tilts by Patrick Geddes June 20, 2017
Students of behavioral economics are of course familiar with the adage about making hay while the sun shines, an insightful observation on how as humans we may need a nudge to acknowledge that good times may not always last. Investors, when acting rationally, do understand that...
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