Appetite among investors for funds with capital protection has been increasing in recent years. BNP Paribas Investment Partners’ research examines […]
Robert Haugen, who discovered the low-volatility anomaly in 1972, wrote numerous articles and books to try to popularise what he […]
Momentum is unloved: being a good follower is rarely seen as a strength, and few asset managers would brag about […]
Quality is positive: it is about good companies that are efficient at managing their businesses profitably, creating shareholder value and […]
Value is obvious: ‘buy cheap and sell expensive’ is probably the first piece of received market wisdom that any investor […]
Equity low-volatility strategies have largely outperformed* their market capitalisation benchmarks in the turbulent times for stock markets since the start […]
Uber has become one symbol of the way new technologies can rapidly transform a long established business, creating simultaneously chaos […]
Smart beta investing remains a hot topic in our industry’s forums, conferences and specialist journals. However, what began as a […]
Bruno Crinon explains how he sees foreign exchange markets as inefficient by nature, stating that systematic strategies can exploit these inefficiences.
Behavioural psychology studies are doubting whether portfolio manager with their own skills, analysing market environments can outperform simple algorithms.
The Axioma Quant Forum in London was visited by 150 investment professionals from asset management companies, institutional investors and investment banks.
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.
Since the early 1980s, there is clear evidence of a steady decline in real interest rates largely linked to the residential real estate market.
Volatility control is best done systematically and with great discipline, but keeping the mechanism relevant for investors is a human‘s job.
A more detailed grasp of the sources of economic risk could help a portfolio manager adjust allocation of risk sources as and when required.
Understanding the factors that support or weaken a pension fund’s funding ratio is important since it forms the basis of […]
Shareholders should be encouraged to invest more ‘skin in the game’ despite the increased risk as they look to get greater returns from their investments.
President of the ECB, Mario Draghi, urges markets to ‘get used to periods of increased volatility’ following data posted suggesting economic recovery.