RAFI Indices is built with the research, insights, and strategies of our sister company:

research affiliates

Select Insights from Research Affiliates

APRIL 2017

Unlocking the Performance Potential in ESG Investing

By combining a tilt toward companies that display financial discipline and that embrace corporate diversity with the return engine of a fundamentally weighted portfolio, we believe investors in environmental, social, and governance (ESG)–related strategies have the opportunity to earn superior long-term risk-adjusted returns.

JULY 2017

A Smart Beta for Sustainable Growth

We demonstrate a smart beta that produces positive excess returns from sustainably faster growth in EPS. This simple, systematic strategy represents a significant improvement from today’s growth indices that fail to produce faster growth in EPS and have provided negative excess returns.

JANUARY 2017

A Smoother Path to Outperformance with Multi-Factor Smart Beta Investing

You can outperform the market with substantially lower relative risk by diversifying across simple smart beta strategies based on a half dozen robust factors. Dynamically rebalancing these factor-based smart betas significantly improves returns.

MARCH 2005

Fundamental Indexation

A trillion-dollar industry is based on investing in or benchmarking to capitalization-weighted indices, even though the finance literature rejects the mean–variance efficiency of such indices. This study investigates whether stock market indices based on an array of cap-indifferent measures of company size are more mean–variance efficient than those based on market cap.

Further Insights from Research Affiliates

AUGUST 2017

Live from Newport Beach. It’s Smart Beta!

JULY 2017

Cost and Capacity: Comparing Smart Beta Strategies

JUNE 2017

Which RAFI Index Strategy Is Right for You?

FEBRUARY 2017

Forecasting Factor and Smart Beta Returns

JANUARY 2016

The Dirty Little Secret of Passive Investing

Click here to browse all insights from Research Affiliates, LLC

How to Invest

About Us

RAFI Indices is built with the research, insights, and strategies of our sister company: Research Affiliates, LLC