Blog

Shariah investing follows Islamic finance rules, which restricts these strategies from investing in certain products, industries and funds (including long-short…

Most large asset managers add alpha strategies (sometime risk premia funds) to their portfolios as additional return drivers. Often uncorrelated…

By analysing the underlying exposures of stocks, funds and strategies, investors can identify which factors are providing the best risk-adjusted…

Factor investing is by no means a new concept, but has gained some serious steam in recent years as investors…

Jensen’s measure,Jensen’s alpha, capital asset pricing model. Developed by American economist Michael Jensen in 1968, the model is used to…

Investors’ search for better risk-adjusted returns has also permeated the fixed-income index market. The number of products is growing, boosted…

The market risk premium reflects the difference between equity market returns and the returns which can be made from a…

This can be important for factor-based strategies which often target market abnormalities and mispricing in order to improve returns. Factor-driven…

The risk premium of an asset is the excess return it generates which can be seen as compensation for taking…

Long-short risk premia strategies can make use of various tools to capture high returns, including short selling, leverage and derivatives….

While many investors might pick a low-volatility strategy for its risk-controlling attributes, these products are also promoted for their ability…

Severe financial market events, like the “Brexit” vote in which Britons opted to leave the 28-member European Union (EU), stoke…