Being a core part of modern portfolio theory, Alpha quantifies the above-market return which an investment delivers, while beta measures…
Risk Premia Strategies
August, 27th, 2017 | Categories : Articles
Risk premia strategies target absolute returns through long-short positions across various factors and asset classes. As such, these rules-based strategies…
Smart Beta Strategies: Victims of Their Own Success in the Long Run?
August, 20th, 2017 | Categories : Articles
Since the first smart beta exchange traded fund (ETF) was launched in 2003, the number of these products available to…
Measuring Risk and Return in an Equity Fund Using Alpha and Beta
August, 7th, 2017 | Categories : Articles
Alpha is a financial risk ratio which can be used to predict returns from holding an investment. Alpha can be…
Smart Beta, Risk Premia and Hedge Fund Replication
August, 3rd, 2017 | Categories : Articles
Alternative beta strategies are growing in number and popularity partly because they are able to replicate the return sources of…
How to weigh asset classes within a cross asset Risk Premia portfolio
August, 1st, 2017 | Categories : Portfolio
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
Incorporating Risk Premia Strategies in a Portfolio: a Global Trend
August, 1st, 2017 | Categories : Articles
Savvy investors around the world are taking advantage of the benefits of risk premia strategies, whether on a standalone basis…
The Equity Risk Premium
July, 30th, 2017 | Categories : Articles
The market’s risk premium is the extra return, above the returns which can be made by investing in risk-free assets,…
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.
