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Showing 421 - 430 of 435 entries

  1. BLOG

    U.S. MARKET BRIEF- MOMENTUM STRATEGIES OUTPERFORMED IN A VOLATILE MONTH 

    Feb 2, 2015 Mehmet Bayraktar

    Factors

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    January saw the return of volatility to the U.S. equity market. A confluence of factors led to this uncertainty: Investors were faced with the influence of a stronger dollar and the effect of lower oil prices on corporate earnings growth.

  2. BLOG

    LOOKING FOR A NEW WAY TO BENCHMARK REAL ESTATE? 

    Jan 12, 2015 Sebastien Lieblich

    Real Estate Investing

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    Commercial real estate’s risk /return profile may be attractive to a variety of institutional investors. Investors may be seeking a diversification effect to their total portfolio; a stable income stream from rent, or inflation protection and expected capital appreciation over the long term.

  3. BLOG

    SELECTING THE RIGHT BLEND OF FACTOR INDEXES 

    Dec 9, 2014 Dimitris Melas

    Factor Investing

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    Many institutional investors have struggled to determine the appropriateness of factors for their own plan, what role these allocations might play, which factors should be adopted and how factor indexes can be used.

  4. BLOG

    SMALL CAPS - NO SMALL OVERSIGHT 

    Dec 9, 2014 Raman Aylur Subramanian

    Global Investing

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    Many institutional investors recognize that their reference universe should include large-, mid- and small-cap equities and that smaller companies should earn a risk premium over larger ones. In practice, however, many of these investors - particularly in Europe and Asia - underweight the small-cap segment.

  5. BLOG

    HARVESTING RISK PREMIA FOR LARGE-SCALE PORTFOLIOS 

    Dec 2, 2014 Remy Briand

    Factor Investing

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    While a growing body of research shows that exposure to factors, such as Value, Momentum, Low Size and Low Volatility, has produced positive excess returns, factor investing for large-scale portfolios has not been well studied.

  6. BLOG

    SOME LIKE IT HOT: VERY ACTIVE MANDATES IN A CORE-SATELLITE STRUCTURE 

    Nov 24, 2014 Raman Aylur Subramanian

    Global Investing

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    Investors have long debated the benefits of active versus passive investing. There are institutional investors with strong convictions in each camp, but many have become increasingly pragmatic, combining active and passive mandates in pursuit of the best risk-adjusted return.

  7. BLOG

    "FACTORING" IN THE EMERGING MARKETS PREMIUM 

    Nov 3, 2014 Raman Aylur Subramanian

    Factor Indexes

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    Factor indexes historically have generated premia in developed markets. Now, as global markets have become more correlated, investors are starting to seek additional sources of returns within emerging markets.

  8. BLOG

    WHAT IS FACTOR INVESTING? 

    Nov 3, 2014 Raman Aylur Subramanian

    Factor Investing

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    Equity factor investing aims to capture exposures to different equity risk premia. Factor modeling and factor investing are rooted in the Capital Asset Pricing Model (CAPM) dating from the mid-1960s, Arbitrage Pricing Theory from the 1970s and Fama and French’s three-factor model from the 1990s.

  9. BLOG

    THE ROOTS OF ACTIVE MANAGERS’ UNDERPERFORMANCE IN MARCH AND APRIL 

    Jul 7, 2014 Mehmet Bayraktar

    Models/Client Cases

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    March and April of this year saw one of the worst periods of active performance over the past 10 years for actively managed portfolios. And this happened, despite a flat stock market and historically low volatility levels.

  10. BLOG

    ANALYZING INDEX PERFORMANCE DURING ECONOMIC REGIMES CLASSIFIED USING CLI AND CPI 

    Apr 18, 2014 Altaf Kassam

    Factor Indexes

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    Institutional investors are trying to better understand how their portfolios benchmarked to factor indexes may behave in different economic regimes. In previous posts, we tried to answer the question: "I think economic activity/inflation is going to increase/decrease over the near term...

Showing 421 - 430 of 435 entries