Research
All research papers related to asset management
Quant Note
Note,
January 2012
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 (...)
Note,
November 2011
How can funds with past sustainable returns collapse in a few months?
Are these abrupt changes only an indication of the risks of the market, or is it investment behaviour which favours the occurance of these extreme risks ? These are the question tackled in the last « White Paper » of (...)
Note,
October 2011
Estimating the Real Rate of Return on Stock Index
Judicious use of the rate of return framework on equity, or "cost of capital" facilitates decision-making within the financial industry by providing a metric for comparing different stock markets between them but also a comparison to other asset (...)
Strategy,
October 2011
Management of hedge fund portfolios during crisis periods: the contribution of systematic overlays
The implementation of systematic overlays can be considered as an alternative to short-term rebalancing of hedge fund portfolios, or as an active component of alternative allocations.
Opinion,
May 2011
Mathematical models in finance and embedded risk underestimation
The statistical assumption of normal (log-normal) distribution of stock returns (prices) is not that strong and tail events’ occurrence is largely undervalued. Nevertheless, this modeling framework has been widely used for strong (...)
|
|
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.
|
© Next Finance 2006 - 2024 - All rights reserved
Are markets becoming more unstable? 