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Les stratégies d'alpha à moindre coût étant de plus en plus facilement accessibles, les gestionnaires de fonds sont de plus en plus attentifs à la valeur ajoutée qu'ils peuvent apporter...

Proprietary indices have been widely adopted as alternatives to usual structured investment products, particularly since the global financial crisis of…

Portable alpha strategies allow investors to add a separate alpha component to a beta-yielding market investment. Though relatively limited in…

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…