More and more investors are seeking exposure to a number of particular risk factors in their equity portfolios, driven by […]
Please note that this article may contain technical language. For this reason, it is not recommended to readers without professional […]
In this, the fourth of six extracts from ‘Beyond the shadow of quantitative easing’, BNP Paribas Asset Management’ informative overview […]
The MSCI World Minimum Volatility index has had a very poor run of performance recently. In absolute terms the index […]
Low-carbon investing is gaining ground, not just as an en-vogue trend, but also for solid economic reasons. It is part […]
Over the last few years, interest among investors in indexation has driven asset managers to develop new forms of indexation […]
A summary of the most recent academic research on illiquid assets presented at the Inquire Europe and Inquire UK joint […]
Equity low-volatility strategies have largely outperformed* their market capitalisation benchmarks in the turbulent times for stock markets since the start […]
Raul Leote de Carvalho explains how smart beta strategies are on the way out, proposing a three-step approach to factor investing as the way forward.
An overview of the Inquire Europe and UK joint Conference in Athens on 4 to 6 October 2015.
The idea that outperformance comes more easily to a fund manager managing portfolios with a larger Active Share is in […]
What’s hot: a report from our men at the Joint Spring Seminar with Inquire UK at the Coombe Abbey Hotel […]
Sector-neutral, low-risk equity strategies can efficiently generate alpha while reducing exposure to defensive sectors and thus the interest rate exposure
The volatility of asset class returns is not constant over time. Similarly, traditional strategies aiming to capture factor premia also show variable volatility over time. Constant volatility approaches can be successful ways to exploit these anomalies, also when applied to factor investing.
Overview from the latest Axioma Quant Forum in London on 24 September 2014
Risk parity strategies have been great for the last 20 years, profiting from the fall in interest rates and the capital gains it’s generated while avoiding the poor performance of equities. The question now is whether it still makes sense with interest rates having fallen to zero?
Many investors became accustomed to earning attractive returns with hardly any risk from investing in money markets, but with interest rates now lingering near all-time lows, they have little choice but to take more risk to earn anything like an appealing yield.
Low-volatility equities are playing an important role in investor portfolios. Here we address the important question of what investors should expect in the short-term from investing in these funds.