Breaking down barriers with quantitative index analysis Is foreign market investment only for large investors, or is the market opening to a wider range of players? The answer can be found in improved access to [...]
Studying the Impact of Momentum in Risk Premia Portfolios Any sports fan knows the feeling. For months, you’ve been watching your team annihilate the competition, one match at a time. They’ve risen through the qualifiers, [...]
The way we invest is changing. It’s no longer just about the bottom line, about how much we can squeeze from a company, product or service before it stops being viable, or making money at [...]
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
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.