Fundamental Indexing and Adding Alpha – Rob Arnott

Published on
January 19th, 2017
Duration
59 minutes


Fundamental Indexing and Adding Alpha – Rob Arnott

The Interview ·
Featuring Rob Arnott

Published on: January 19th, 2017 • Duration: 59 minutes

Delivering returns in a zero interest rate world has been a challenging proposition and Rob Arnott’s Research Affiliates has developed a suite of products to help institutional money managers add alpha, like the fundamental index, which provides an alternative to weighting by market cap. From a quant’s perspective, Rob also identifies some of the typical mistakes investors make, shattering a few macro myths, while addressing the problems facing the pension fund industry.