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Asset Allocation

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Displaying 331 - 345 of 846
Active Risk Budgeting Gets Consistent Alpha
A new paper takes an experimental look at “Active Risk Budgeting,” a method of portfolio construction that…
State of the Industry, Risk Management, Asset Allocation
Equity Differential: A Factor in Currency Returns
A recent publication by two executives of State Street Associates identifies a new factor in currency turns,…
State of the Industry, Asset Allocation
One Year Left to Run on Critical No-Action Letters for Investment Managers
The Securities and Exchange Commission issued three no-action letters on the issue of research payments, in…
State of the Industry, Risk Management, Asset Allocation
Restrictions on Pension Plan Investments: A Global Survey
A new report from the Organization for Economic Cooperation and Development surveys the main quantitative…
State of the Industry, Hedge Funds, Asset Allocation
Tick Size and High-Frequency Trading
A lot of hopes have been placed on changes in market tick sizes. In the 1990s there was a big push to reduce…
State of the Industry, Asset Allocation
The Audacity of Opacity
By Bill Kelly, CEO, CAIA Association Why are we still talking about this? No, it’s not the central bankers…
Asset Allocation, Hedge Funds, Manager Selection, Private Equity, State of the Industry, Educational Alpha
Quantum Computing Will Mess Up all Expectations
There are reports that Google is preparing an announcement of “quantum supremacy” for later this year. If…
State of the Industry, Risk Management, Asset Allocation
SOS
By Bill Kelly, CEO, CAIA Association Ask someone of a certain generation to name the most common worldwide…
Access to Alternatives, Asset Allocation, State of the Industry, Educational Alpha
Mind the Gap: The Unforeseen Consequences of Smart Beta
A new paper by Sean Markowicz, a strategist at Schroders, looks into the possibility that fund flows into the…
State of the Industry, Hedge Funds, Asset Allocation, Access to Alternatives
What Do Owners Think of Smart Beta Strategies?
FTSE Russell has posted its sixth annual survey of global asset owners’ views of smart beta. Smart beta is a…
State of the Industry, Asset Allocation, Access to Alternatives
A HORSE RACE OF LIQUID ALTERNATIVES
By Nicolas Rabener of FactorResearch (@FactorResearch) INTRODUCTION Investing is challenging as it is complex…
State of the Industry, Hedge Funds, Asset Allocation, Access to Alternatives
ICE Futures Gets Its Speed Bump
On Feb. 1, ICE Futures US Inc., informed the Commodity Futures Trading Commission that it was instituting a…
State of the Industry, Asset Allocation
Trade Tensions, Tariffs and European Volatility
By Mark Shore As the discussions of trade wars and tariffs persisted throughout 2018 and into 2019, it may…
State of the Industry, Hedge Funds, Asset Allocation
Quants in China: Which Factors Work?
The outperformance of the size, value, and reversal factors is strong, but the momentum factor, which has…
State of the Industry, Hedge Funds, Asset Allocation
The Two Faces of Investing in Renewables
Renewable energy, however defined, is widely seen as a sustainable and socially responsible (and, if the…
State of the Industry, Hedge Funds, ESG, Emerging Asset Classes, Asset Allocation