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  1. 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.

  2. The volatility of currency has increased in recent years as a combination of quantitative easing and currency wars fuel swings in the foreign-exchange market.

  3. The size premium has been widely used in asset allocation and in risk models for decades. However, some academics and practitioners have refuted the validity of the size premium.

  4. 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.

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

  6. 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.

  7. 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.

  8. Many institutional investors develop proprietary return forecasting models, but use third-party/alternative models to measure risk and transaction costs.

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

  10. A new initiative by MSCI ESG Research is designed to allow asset managers to differentiate funds based on the environmental, social and governance (ESG) characteristics of the underlying investments.

Showing 171 - 180 of 240 entries

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