Educational Video Archives - GSI https://gsillp.com/category/educational-video/ Systematic Factor Investing + Sustainability Wed, 19 Jun 2019 18:20:14 +0000 en-US hourly 1 https://wordpress.org/?v=7.0 https://gsillp.com/wp-content/uploads/2019/02/cropped-GSI-Favicon-32x32.png Educational Video Archives - GSI https://gsillp.com/category/educational-video/ 32 32 GSI – Beyond the Cap-Weighted Index https://gsillp.com/2016/02/24/gsi-beyond-the-cap-weighted-index/?utm_source=rss&utm_medium=rss&utm_campaign=gsi-beyond-the-cap-weighted-index https://gsillp.com/2016/02/24/gsi-beyond-the-cap-weighted-index/#comments Wed, 24 Feb 2016 01:19:52 +0000 https://gsi.spudtacular.co.uk/?p=292 GSI – Beyond the Cap-Weighted Index Dr. Nick Motson of Cass Business School discusses issues with investing in market-weighted index portfolios, which tend to be heavily concentrated in a small number of mega-cap stocks. Alternative, more diversified approaches have  generated superior risk-adjusted returns in the past, mostly due to their exposure to value and size … Continued

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]]> https://gsillp.com/2016/02/24/gsi-beyond-the-cap-weighted-index/feed/ 10 A Dummy’s Guide to Smart Beta, part three https://gsillp.com/2014/01/06/a-dummys-guide-to-smart-beta-part-three/?utm_source=rss&utm_medium=rss&utm_campaign=a-dummys-guide-to-smart-beta-part-three https://gsillp.com/2014/01/06/a-dummys-guide-to-smart-beta-part-three/#comments Mon, 06 Jan 2014 01:23:21 +0000 https://gsi.spudtacular.co.uk/?p=297 A Dummy’s Guide to Smart Beta, part three The term “beta” was first introduced by Nobel Laureate William Sharpe in the 1960s. In simple terms, it denotes the risk of the stock market. But in the intervening half a century, several other risk factors have been identified and quantified. Features Garrett and Bernd on GSI’s … Continued

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]]> https://gsillp.com/2014/01/06/a-dummys-guide-to-smart-beta-part-three/feed/ 10 Passive Investing Theory, part four: Portfolio Theory https://gsillp.com/2013/02/19/passive-investing-theory-part-four-portfolio-theory/?utm_source=rss&utm_medium=rss&utm_campaign=passive-investing-theory-part-four-portfolio-theory https://gsillp.com/2013/02/19/passive-investing-theory-part-four-portfolio-theory/#comments Tue, 19 Feb 2013 01:25:39 +0000 https://gsi.spudtacular.co.uk/?p=299 Passive Investing Theory, part four: Portfolio Theory Diversification has been called ‘the only free lunch in investing’ and is the driver behind Portfolio Theory, developed in 1952 by Harry Markowitz and later expanded upon by William Sharpe in his Capital Asset Pricing Model, and Eugene Fama and Kenneth French in their Three Factor Model. With … Continued

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]]> https://gsillp.com/2013/02/19/passive-investing-theory-part-four-portfolio-theory/feed/ 7 Passive Investing Theory, part two: The Random Walk https://gsillp.com/2013/02/14/passive-investing-theory-part-two-the-random-walk/?utm_source=rss&utm_medium=rss&utm_campaign=passive-investing-theory-part-two-the-random-walk https://gsillp.com/2013/02/14/passive-investing-theory-part-two-the-random-walk/#comments Thu, 14 Feb 2013 01:16:46 +0000 https://gsi.spudtacular.co.uk/?p=289 Passive Investing Theory, part two: The Random Walk Exploring the foundations of passive investing and the men who brought it to global significance. This video describes the Random Walk theory: the belief that share prices are not predictable as they are based on reaction to information that is being fed into the market completely randomly. … Continued

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