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January 2012

Opinion Putting a number on the Dragon

According to statistics from the Quantitative Guru of JP Morgan AM, the year of the Dragon will tend to be a year of prosperity for US equities with an average performance of 8,3% for the 11 years of the Dragon during this period of 140 years with an annual volatility of (...)

January 2012

Stories Bill Gross, The king of bonds

At sixty-seven years old, the founder of Pimco is one of the most acclaimed financiers. His secret lies somewhere between Vietnam, blackjack and yoga.

January 2012

Note Assessment of the true risks of Exchange-Traded Funds (ETFs)

According to EDHEC-Risk Institute, any discussion of the risks inherent in ETFs should go beyond merely hypothesising about potential risks, and should also take into account the empirical evidence provided by the existing academic research on (...)

January 2012

Regulation Survey of European Insurers Reveals Remaining Challenges to Solvency II Compliance

A significant reliance on third parties for data, sophisticated risk modelling requirements and obtaining sufficiently detailed fund data were among the challenges identified by European insurers in order for them to meet Solvency II requirements, according to new research (...)

January 2012

Note Major innovations in weighting methodologies for equity and bond indices

According to Christian Lopez, Head of Research at CPR-AM, the four largest families of alternative indices are low volatility/minimum variance, equally-weighted, indices weighted by micro or macro fundamentals and maximum diversification (...)

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