All the articles related to portfolio’s allocation
In a study entitled “Assessing the Quality of Asian Stock Market Indices,” researchers at EDHEC-Risk Institute have reported results for 10 major Asian stock market indices over the past decade.
Ask any active fund manager about his benchmark, and he will have a ready-made answer. Even fixed-income managers have plenty of indices to choose from. The call is trickier for diversified fund managers...
The Fund aims to outperform the emerging markets equity cap-weighted benchmark by 4-6%per annum over a market cycle, while at the same time delivering significantlyless volatility (typically 30%).
If regulators think the Facebook IPO was a scandal, they should look at the German government bond market...
Quantitative strategies, asset allocation, absolute performance…. Nicolas Gaussel, head of quantitative and structured management of Lyxor, answers our questions.