WINTER 2022 | BY BLACKROCK | Andrew ...

Investing in US Core Fixed Income with Macro and Style Factors

Research published in the Journal of Portfolio Management offers a framework for building an optimal portfolio identifying strategic fixed income macro factor tilts, time-varying macro factor exposures, and security selection. (For financial professionals only)
SPRING 2021 | BlackRock

Going for Growth

Research analyzes the benefits of tactically including other drivers of risk and return alongside traditional factors. (For financial professionals only)
Fall 2020 | By BlackRock | Andrew ...

ESG in Factors

Research published in The Journal of Impact & ESG Investing highlights how ESG and factor signals can be jointly optimized. (For financial professionals only)
Spring 2020 | By BlackRock

Factors and Advisor Portfolios

Research published in The Journal of Wealth Management finds on average, advisor portfolios don’t have meaningful exposures to rewarded factors outside of small size. (For financial professionals only)
Winter 2019 | By BlackRock | Andrew ...

Defensive Factor Timing

Research published in The Journal of Portfolio Management details a defensive factor timing approach to manage time varying factor returns. (For financial professionals only)
Winter 2017 | By BlackRock | Andrew ...

Capacity of Smart Beta Strategies from a Transaction Cost Perspective

Research published in The Journal of Index Investing investigates the capacity of factors strategies. (For financial professionals only)
Fall 2017 | By BlackRock | Andrew ...

Factor Timing with Cross-Sectional and Time-Series Predictors

Research published in the Journal of Portfolio Management provides a factor timing framework for different economic regimes and market conditions (For financial professionals only)