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,
November 2023
Global Investment Managers Outlook 2024 : Tough Investment Climate Pressures Performance
Fitch Ratings’ 2024 sector outlook for global investment managers (IMs) is deteriorating. Increased macroeconomic and geopolitical risks and an increased risk of a US government shutdown create a challenging investment climate, with declining economic growth and high interest (...)
Note,
November 2022
Study reveals UK institutional investors/pension funds are increasing their focus on structured credit
A new survey from Aeon Investments, the London based credit-focused investment company, amongst UK institutional investors who collectively have around $83 billion in assets under management, reveals 75% believe pensions schemes will increasingly focus on structured credit (...)
Strategy,
September 2022
Reducing portfolio volatility top priority for european pension funds, new research from alpha real capital reveals
European pension funds say reducing absolute portfolio volatility is their top risk management priority, as geopolitical tensions and high inflation continue to impact global investment markets.
Note,
March 2022
Pandemic has strengthened the sustainability and ESG focus in Islamic Finance, research shows
Islamic Finance is set to drive a growing focus on ESG and sustainability in the wider Halal economy, new research* with leading Islamic Finance professionals working across a wide range of sectors shows (please see the attached press (...)
News,
May 2021
Alpha Real Capital research reveals UK pension schemes are increasingly focusing on Lifetime Mortgages as an asset class
New research from Alpha Real Capital (“Alpha”), the specialist manager of secure income real assets, reveals UK pension schemes are increasingly focusing on Lifetime Mortgages as an asset class.
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