Research
All research papers related to asset management
Quant Note
News,
January 2014
Launch of a Research Program in Behavioral Finance
Under the CIFRE plan (industrial contracts for training through research), Koris International launches a research program in Behavioral Finance through a PhD entitled "Behavioral Finance Approach for Risk Assessment in Quantitative Portfolio Management”, conducted by the PhD (...)
News,
December 2013
CTAs on a strong recovery mode in november
10 out of 13 Lyxor Indices ended the month of November in positive territory, led by the CTA Long Term Index (+4.2%), the L/S Equity Market Neutral Index (+1.7%) and the CTA Short Term Index (+1.6%). The Lyxor Hedge Fund Index posted a positive performance close to 1% in (...)
Strategy,
April 2013
Risk factors: taking risk budgeting one step further
An increasing number of pension funds are opting to invest in ‘alternative’ or ‘smart beta’ indices to supplement their passive management activities. Several competing methods currently exist, each with their own objectives. Analysing the risk contribution of each factor by (...)
Strategy,
December 2012
An example of Quantitative Strategy: The Low Volatility approach
Low volatility indices and, more broadly, products based on quantitative strategies aiming to select only low-volatility stocks, have met with growing success with the financial community and investors. However, most of these indices have major drawbacks that cannot always (...)
Note,
January 2012
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 (...)
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Study
Note,
August 2015
Investors cautiously welcome advanced beta equity investing
Investors recognise advanced beta equity investing as a promising avenue but call for caution on insufficient transparency and on the difficulties in implementing long/short strategies
Note,
July 2015
Economic woes to effect Saudi Arabia’s wealthy
Saudi Arabia, one of the largest and richest countries in the Middle East, will not be so wealthy in years to come, forecasts a new report from WealthInsight.
Note,
July 2015
BofA Merrill Lynch Fund Manager Survey Finds Investors Hiking Cash Holdings in the Face of Lowered Confidence in China
Global investors have raised their holdings of cash significantly in response to a weaker global economic outlook, particularly in China, according to the BofA Merrill Lynch Fund Manager Survey for July.
Note,
July 2015
Retail fund distribution in the midst of major changes according to CACEIS and PwC report
CACEIS and PwC Luxembourg joined forces to release a new report, entitled Reshaping retail fund distribution - Winning strategies and tactics in a disrupted environment.
Note,
June 2015
Climate change: new investment risk demands action by investors, cautions new research
A new report from Mercer modelling the potential impact of climate change on investments, has found investors cannot ignore the implications for investment returns. The research reveals investors can manage the risk most effectively by looking ‘under the hood’ of their (...)
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Reducing portfolio volatility top priority for european pension funds, new research from alpha real capital reveals