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Research & Insights

How smart beta indexes can meet different objectives

As growing interest in smart beta is driven by risk- and return-based considerations, we provide examples of how smart beta indexes are being used by and illustrate the current use of smart beta through three case studies involving our clients.

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China Onshore Bonds

There have been positive recent developments to open up the onshore Chinese bond market. This paper provides insights to the onshore China bond market by comparing characteristics of the FTSE Onshore China Bond Index Series and the European government bond markets.

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US Listed Real Estate sectors during periods of rising rates: what history tells us

Insights on what happened to the US listed real estate market during the most recent three periods of increases in the Fed Funds rate, giving special attention to the performance of different real estate sub-sectors.

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FTSE Russell China Bond Research Report

This report details recent perspectives on the China Bond market including performance of the FTSE Russell China Bond Indexes.

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The FTSE China Onshore Bond Index Series


The FTSE China Onshore Bond Index Series

China is now the world’s largest economy (when measured by purchasing power parity (PPP)) and the largest trading nation2. The country’s domestic currency bond market is the third-largest in the world, following the United States and Japan, and has been growing rapidly in recent years.

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Russell Dividend Growth Index Series

Capturing dividend growth stocks while maintaining representation and diversification

Interest among market participants is growing in “dividend growth” companies – those that pay increasing dividends over time. The Russell Dividend Growth Index Series is designed as a tool for use by market participants in this area, and the indexes are designed to avoid concentrated individual constituent or sector exposures. We examine the construction methodology, along with performance and characteristics of the indexes.

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Small Cap Perspectives: Russell 2000 Index Quarterly Analysis

Market Recap Commentary – First Quarter 2016

The Gold Rush

The article below is from the March 15, 1848 publication of The Californian announcing the discovery of gold at Sutter’s Mill. Two months later, the paper had to shutdown because its entire staff had left to prospect for gold.  Two years later, the population of San Francisco had swelled from 1,000 residents to more than 20,000.1 Fast forward about 150 years to the first quarter of 2016 and another gold rush of sorts appeared to be underway.

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Combining Factors


Asset owners and asset managers are increasingly interested in so-called “smart beta” indexes, a category that includes factor and alternatively weighted indexes. In a series of four FTSE Russell Insights, we explore the concept of factors in depth. We examine the differences between factor indexes and other types of smart beta index, illustrate how factor exposure is embedded in an index and suggest how factors can be combined.

In this Insights, the fourth of the series, we explore the latter topic: how best to combine factors.

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Russell 2000 Reconstitution Effects Revisited


The costs to investors of passive investing and the relative merits of transparent index reconstitution rules are important investment management topics and subjects of perennial interest to researchers and investors alike. This is particularly true regarding the Russell 2000 Index, the preeminent benchmark index for the US small capitalization equity market.1 This paper updates prior research on the impact of index reconstitution on the performance of the Russell 2000 Index and reviews related work.

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Achieving Controlled and Meaningful Factor Exposure via Factor Indexes


Asset owners and asset managers are increasingly interested in so-called “smart beta” indexes, a category that includes factor and alternatively weighted indexes. In a series of four FTSE Russell Insights, we explore the concept of factors in depth. We examine the differences between factor indexes and other types of smart beta index, illustrate how factor exposure is embedded in an index and suggest how factors can be combined most effectively.

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