All Risk Management articles – Page 10
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White papersThe High-Tech Lever: Examining Technology’s Influence on the Economy
The physical limitations of our strength, our endurance, and our finite life span have actually been a catalyst to the success of our species. Human beings have used their creativity and ingenuity to continually transcend those confines.
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Generating returns and managing volatility: the absolute return approach to convertible bonds (October 2015)
The past months have been characterised by an unprecedented low rate environment coupled with unprecedented monetary easing policies. The continuous search for yield has pushed institutional investors out of their comfort zone, having to further diversify, to rethink their investment approach and risk budgets within a context of asset allocation ...
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White papers
Pension Risk Transfer Gains Momentum in a Low Interest-Rate Environment
The pension risk transfer space continues to proliferate, with plan sponsors from an array of market sectors, firm sizes and geographical locations proactively transferring pension risk to insurance companies.
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Is now the right time to de-risk?
The authors explain why companies with well-funded plans should take bold steps to de-risk now.
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Now Trending: A Lower Risk Future
Records are breaking in the UK and the pension risk transfer market is more flexible and more global than ever.
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White papers
A Lower Risk Future: Developments in the Pension Risk Transfer Market
The international pension risk transfer marketplace is experiencing remarkable growth, with more than $240 billion in transactions completed since 2007. In the United Kingdom, United States and Canada, hundreds of companies have transferred pension risk to insurers and reinsurers, with at least 35 pension funds executing transactions over $1 billion.
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White papers
An attractive way of gaining exposure to equity markets while limiting risk
Edmond de Rothschild Asset Management offers clients an Equity Low Vol solution. What needs does it address?
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White papers
Flexible, dynamic solutions for portfolio risk management
Overlay Management is basically a quantitative, disciplined and dynamic solution to risk management with one, simple goal: giving stability to client portfolios.
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Research Affiliates - Financial engineers and the factor bubble
Is there a factor bubble? Tabulating papers in the top finance journals, nearly 250 factors appear to provide excess returns.
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Russell Indexes - Smart beta implementation strategies
Insights into how smart beta is being implemented, focusing on the survey responses of over 50 asset owners that currently have smart beta allocations
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TOBAM - Make diversification your beta
Yves Choueifaty, President and Founder of TOBAM, explains why concepts such as “smart beta” or “neutral portfolio” require clear definitions and how the Maximum Diversification® approach answers the need for beta.
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White papers
PanAgora - Efficient smart beta analysis
There is increasing interest in “smart beta” strategies as investors seek new ways in which to capture risk premia more efficiently and inexpensively. However, the term “smart beta” means different things to different people.
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White papers
Some smart beta approaches are smarter than others
The ‘low-risk anomaly’ has been around since at least 1926. Empirical evidence first found over 40 years ago shows that low-volatility investment portfolios tend to produce higher returns than riskier portfolios
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White papers
Smart beta: Not new, not beta, still awesome
Let’s be blunt. Smart Beta is mostly re-packaged, re-branded quantitative management. That’s not to say we don’t like it or think it’s not good for investors.
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White papers
Active or passive? That's the wrong question
The debate over active versus passive investment has been raging for 50 years now – for much of that time, unproductively.
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White papers
The Free Lunch Effect: The Value of Decoupling Diversification and Risk
In this piece, we will discuss why thinking about diversification and risk independently may help investors to build more efficient portfolios. In particular, we introduce a way to think about the diversification potential of portfolios, or the Free Lunch Effect.
