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,
October 2017
Insurers looking to investment portfolios to improve profitability
BlackRock’s sixth annual global survey of 300 senior insurance executives found that two-thirds of insurers agree that re-thinking the investment portfolio will be vital to maintaining or improving the future profitability of their business. Over two-fifths (41%) said they (...)
Note,
September 2017
Investors’ Appetite for Gains Exceeds Their Stomach for Risk, and Index Funds May Not Deliver What They Want
Natixis Global Asset Management has released the results of its 2017 Global Individual Investor survey. A total of 8300 individual investors (400 in France) have been surveyed between February and March 2017 in 21 countries across Asia, Europe, the Americas and the Middle (...)
Note,
September 2017
The unstoppable rise of alternatives
The world’s largest 100 alternative asset managers saw assets under management increase by 10% in 2016, rising to $4 trillion, according to the 2017 edition of Willis Towers Watson’s Global Alternatives Survey.
Note,
September 2017
Active Managers Enjoyed Improved Performance In Q2 According To New Study By Lyxor
Lyxor Asset Management’s latest study into active manager performance shows 55% of them beat their benchmarks in the second quarter of 2017. That’s a significant improvement on results at the end of last year, when only 28% outperformed, and above the 52% of (...)
Note,
September 2017
State Street Study Reveals Asset Owners’ Increasing Appetite for Illiquid Assets is Driving Interest in Co-Investment
State Street Corporation announced the findings from its latest study, A New Climate for Growth: Adapting Models to Thrive, which reveals asset owners are gaining scale through consolidation and co-investment;
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Investors’ Appetite for Gains Exceeds Their Stomach for Risk, and Index Funds May Not Deliver What They Want