Factor Investing amid Increased Volatility of Financial Markets

Факторное инвестирование в условиях повышенной волатильности финансовых рынков

Alexander E. Abramov, Alexander Radygin, Maria Chernova and Andrey Kosyrev
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Alexander E. Abramov: Russian Presidential Academy of National Economy and Public Administration

Russian Economic Development, 2022, issue 2

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.

Keywords: financial markets; financial markets’ volatility; factor investing; exchange traded funds; mutual investment funds (search for similar items in EconPapers)
JEL-codes: E44 G11 G41 (search for similar items in EconPapers)
Date: 2022
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