Template-type: ReDIF-Article 1.0
Author-Name: Alexander E. Abramov
Author-Workplace-Name: Russian Presidential Academy of National Economy and Public Administration
Author-Name: Alexander D. Radygin
Author-Workplace-Name: Gaidar Institute for Economic Policy; Russian Presidential Academy of National Economy and Public Administration
Author-Name: Maria I. Chernova
Author-Workplace-Name: Russian Presidential Academy of National Economy and Public Administration
Author-Name: Andrey G. Kosyrev
Author-Workplace-Name: Russian Presidential Academy of National Economy and Public Administration
Title: Factor Investing amid Increased Volatility of Financial Markets
Title: Факторное инвестирование в условиях повышенной волатильности финансовых рынков
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
Classification-JEL: E44, G11, G41
Journal: Russian Economic Developments
Year: 2022
Issue: 2
Month: February
Pages: 
File-URL: http://www.iep.ru/files/RePEc/gai/recdev/r2221.pdf
File-Format: Application/pdf
Handle: RePEc:gai:recdev:r2221