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Research & Insights

Implementation considerations for defensive strategies: A look at three approaches

Recent market turbulence has refocused attention on the potential long-term benefits of defensive investment strategies. In this new paper, we take an in-depth look at three such approaches.

FTSE Russell China Bond Research Report Q1 2019

The May 2019 report provides recent insights on the China Bond market including performance of the FTSE Russell China Bond Indexes.

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Accessing the China A-shares market via minimum-variance investing

In the last 10 years, the concept of the minimum-variance (MV) portfolio has successfully evolved from an academic topic of discussion to an implementable investment theme. Currently, a significant number of investment mandates or products have embraced the concept and allocated financial resources to MV investing.

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Russell 1000 Equal Weight Index: Equal weighting refined

Equal weighting is known as one of the oldest and time-tested approaches to reduce concentration risk and enhance diversification. This paper explores the key benefits of equal weighting over its cap-weighted counterparts and examines equal weighting’s strong long-term performance record as a source of downside protection in crises and lower volatility.

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FTSE Russell China Bond Research Report Q4 2018

The February 2019 report provides recent insights on the China Bond market including performance of the FTSE Russell China Bond Indexes.

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Factor valuation considerations

Factor investing is increasingly in vogue, with estimates of passive assets tracking such strategies reaching US$729B. This popularity has led investors, academics and practitioners to question the extent to which factor premiums may have been arbitraged away and the future performance of such factor strategies.One approach to answering these questions is to assess the relative valuation of factor strategies. In this paper, we review this ongoing debate and highlight key aspects that investors should consider when assessing factor valuations.

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Indexing the world

As the global investment landscape continues to evolve, so does FTSE GEIS. Recently enhanced to include coverage of micro cap companies from both Developed and Emerging markets, FTSE GEIS provides investors with accurate, comprehensive coverage of global equities using an approach to index construction that is objective, transparent and reliable.

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The Indian fixed income market

With a burgeoning economy and two-thirds of its massive and rapidly growing population of working age, India is viewed by many as a highly attractive country for doing business. This paper surveys the state of the Indian Rupee-denominated fixed income markets and considers the opportunities for foreign investors.

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Harnessing the long-term potential of dividend growth

This paper explores the key characteristics and return patterns that have differentiated dividend growth strategies over time as well as explores the dividend growth methodology that ensures the long-term viability of dividends being paid.

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Building blocks for the low carbon economy: Managing climate risk in real estate investing

Climate change poses clear and material risks to real estate assets with the potential to impact return profiles. Listed real estate has historically lacked appropriate tools to allow investors to assess and effectively integrate their exposure to climate risk in their investment strategies. The FTSE EPRA Nareit Green Indexes have been developed with data input from GeoPhy, a specialist data provider, and real estate associations EPRA and Nareit to provide a sustainability-focused extension to the FTSE EPRA Nareit Global Real Estate Index Series.

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