When it comes to build a balanced cross asset portfolio of Risk Premia, one of the issues that needs to be addressed is the relative weight of each asset class
Impact of weights on a portfolio return and risk statistics
August, 1st, 2017 | Categories : Portfolio
Let’s consider a portfolio of 8 absolute return Risk Premia strategies, from different providers and asset classes, and having at least 3 years of track record.
Risk Premia Portfolio and Weighting Scheme
August, 1st, 2017 | Categories : Portfolio
Managing a portfolio of Risk Premia indices requires accurate tools and analytics to help investors define the exact weighting scheme suited to their needs. For
Indices and ETFs targeting BRIC countries
July, 27th, 2017 | Categories : News
There are a number of BRIC (Brazil, Russia, India, and China) indices available to investors. These economies are expected to show above-average growth.
More emphasis on building portfolios of factor-based indices
With the market for smart beta and risk premia products maturing, emphasis is shifting from the selection of individual strategies towards building portfolios.
Shenzhen-Hong Kong Stock Connect: What it means for ETFs
July, 27th, 2017 | Categories : News
The Shenzhen-Hong Kong Stock Connect is likely to extend to the ETF market relatively soon, which could lift demand and assets under management.
What the new Fiduciary Rule in the US means for passive investing
June, 27th, 2017 | Categories : News
The US Department of Labor’s Fiduciary Rule is expected to further promote the shift towards passive investing strategies.
The low volatility factor explained
June, 14th, 2017 | Categories : Portfolio
The low volatility factor provides a mechanism for investors to control risk while generating similar returns to the market.
The next phase for Singapore Exchange’s (SGX’s) indexing business
June, 6th, 2017 | Categories : News
The indexing business of the Singapore Exchange (SGX) plans to start focusing more on customised factor-based and thematic indices.
Institutional investors lead shift towards passive investing in Asia
June, 1st, 2017 | Categories : News
The trend towards passive investing is being led by institutional investors in Asia, says Simon Karaban, head of index services at the Singapore Exchange (SGX)
Smart beta providers offering exposure to alternative factors
May, 9th, 2017 | Categories : Portfolio
Some smart beta providers are targeting alternative factors amid the rapid growth in the number of products available in the market.
Quantilia Interview Series: Banque Cramer
May, 2nd, 2017 | Categories : News
Quantilia Q&A with Serge Janowski, Banque Cramer’s global head of institutional clients and family offices, about factor investing and the institutional market
