Research Papers

The Russell High Efficiency Defensive Index Series (January 2013)

Low-Volatility Investing: Balancing Total Risk and Active Risk Considerations (January 2013)

Passive Implementation of Factor Diversification Strategies (July 2012)

FTSE ActiveBeta Index Series: A New Approach to Equity Investing (March 2010)

Articles

Why Mixing Momentum and Value Can Yield Alpha
by Khalid Ghayur
FundFire
October 28, 2010

Using Momentum to Help Mitigate Risk
by Khalid Ghayur
Pensions & Investments
September 6, 2010

Bruised Quant Funds Seek A Human Touch
by Eleanor Laise
The Wall Street Journal
September 2, 2010