If we assume that stock and bond markets will continue to provide risk premia above cash, we would expect similar results in the future. For those who choose the systematic approach, we suggest creating a disciplined program to …
immediate investment
“Given that you have more dispersion in the market outside of Australia, it is more attractive from an active stock selection perspective because I think there are …
Global Equities
generating $335 million in cash while still retaining more than $600 million in …
Alaska Permanent Fund
UBS Asset Management has listed an alternative beta ETF on the London stock exchange. UBS ETF (IE ... the constituents of which are weighted according to …
ETF
One is that the anticipated US growth spurt, which was accompanied by rising stock markets and was expected to lead to ... investors required additional risk premia
growth spurt
AS Premia Foods is a food production and sales company, which operates in six markets and is listed in NASDAQ OMX Tallinn Stock Exchange since 5 May 2010. The turnover of the company in 2012 was 86 million euro and the company …
Risk premia investment strategies, along with other alternative strategies, have gained popularity recently, even though they don’t outperform stock picking. A detailed report from Societe Generale quants gives an in-depth explanation on …
Risk
Hundreds of delegates descended upon Brighton for what one executive described as the "Glastonbury of run-off", to take stock of the year gone by and discuss what challenges were on the horizon for the legacy market. Bill O'Farrell, CEO of …
Momentum in foreign stock market returns signals currency excess returns. Portfolios of currencies from past stock market winner countries offer higher risk premia than past stock market loser currency portfolios. This pattern is …
Joining the latest 2017 Opalesque Germany Roundtable, Storr said concepts such as factor momentum, value and dividend are not really factors to him, "because what you implicitly buy is equity risk premia. You buy a stock for its dividend, …
Risk premium