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Factor Investing amid Increased Volatility of Financial Markets
[Факторное Инвестирование В Условиях Повышенной Волатильности Финансовых Рынков]

Author

Listed:
  • Alexander E. Abramov

    (Russian Presidential Academy of National Economy and Public Administration)

  • Alexander D. Radygin

    (Gaidar Institute for Economic Policy; Russian Presidential Academy of National Economy and Public Administration)

  • Maria I. Chernova

    (Russian Presidential Academy of National Economy and Public Administration)

  • Andrey G. Kosyrev

    (Russian Presidential Academy of National Economy and Public Administration)

Abstract

Factor investing strategies make it possible to manage investment portfolios more effectively amid growing volatility of financial markets under the influence of significant changes in the central banks’ monetary policy and uneven recovery of different sectors of the economies with different levels of development. The development of exchange traded investment funds (ETFs) simplifies the application of factor strategies for investors. However, these strategies have not yet found sufficient application in the Russian market due to technical problems of processing initial data and inertia of financial intermediaries.

Suggested Citation

  • Alexander E. Abramov & Alexander D. Radygin & Maria I. Chernova & Andrey G. Kosyrev, 2022. "Factor Investing amid Increased Volatility of Financial Markets [Факторное Инвестирование В Условиях Повышенной Волатильности Финансовых Рынков]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 2, February.
    • Handle: RePEc:gai:recdev:r2221
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    More about this item

    Keywords

    financial markets; financial markets’ volatility; factor investing; exchange traded funds; mutual investment funds;
    All these keywords.

    JEL classification:

    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G41 - Financial Economics - - Behavioral Finance - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making in Financial Markets

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