Extended-lister

Filters
 

TAGS

Nothing was found.

Showing 91 - 100 of 108 entries

  1. BLOG

    Using Systematic Equity Strategies 

    Apr 18, 2016 Dimitris Melas

    Factor Investing

    Learn More

    Top-down managers assess the economic outlook and translate macro views into country and industry portfolio positions. In contrast, bottom-up managers select securities based on a set of common criteria, for example valuations, profitability, growth, quality, yield, as well as company-specific attributes.

  2. BLOG

    Is momentum crashing? 

    Apr 8, 2016 Dimitris Melas

    Factor Investing

    Learn More

    Momentum, the tendency of past winners to continue to do well in the near future, is a pervasive return regularity in equities and across asset classes. It is used both as a signal in alpha models and as a factor in risk models.

  3. BLOG

    How oil prices may impact your portfolio 

    Mar 29, 2016 Raghu Suryanarayanan

    Factor Investing

    Learn More

    The falloff in the price of a barrel of oil that began in June 2014 has highlighted how such fluctuations can affect economies and asset prices worldwide.

  4. BLOG

    Seeking defensive yield in emerging markets and Asia 

    Mar 22, 2016 Chin Ping Chia

    Factor Investing

    Learn More

    As we highlighted in a recent post, minimum volatility strategies have outperformed this year to date amid unrest in financial markets.

  5. BLOG

    How Brexit may impact your portfolio 

    Mar 21, 2016 Thomas Verbraken

    Factor Investing

    Learn More

    Britain’s leaving the European Union would send the U.K. and Europe into the unknown with possibly major consequences for multi-asset class portfolios.

  6. BLOG

    Multi-factor strategies highlight benefits of diversification 

    Mar 14, 2016 Dimitris Melas

    Factor Investing

    Learn More

    The cyclicality of factor strategies means that individual factors can deliver a premium against the market over time but that any one factor can experience periods of underperformance.

  7. BLOG

    The value factor marks a decade of disappointment 

    Mar 9, 2016 Remy Briand

    Factor Investing

    Learn More

    Call it a lost decade. The value factor recently marked 10 years of decline in the U.S.

  8. BLOG

    How smart beta has performed amid the volatility 

    Feb 16, 2016 Remy Briand

    Factor Investing

    Learn More

    The fitfulness of the global recovery has produced quick and unexpected changes in financial markets and handed portfolio managers the challenge of allocating assets amid the market stress.

  9. BLOG

    Constructing Low Volatility Strategies 

    Jan 25, 2016 Dimitris Melas

    Factor Investing

    Learn More

    Low volatility is one of the few factors that have historically performed well in turbulent markets.

  10. BLOG

    RIDING ON MOMENTUM 

    Dec 15, 2015 Dimitris Melas

    Factor Investing

    Learn More

    Momentum, the tendency of past winners to continue to do well in the near future, is used widely in risk models and in quantitative strategies. Recently, momentum has also been the basis for factor indexes aiming to replicate the performance of this pervasive factor.

Showing 91 - 100 of 108 entries