Charles River recently discussed how Smart Beta products can improve portfolio diversification, minimise undesirable correlation risk, and deliver better risk-adjusted performance. This article continues the discussion, focusing on the pivotal role of factor models in...
Increasingly popular Smart Beta products provide investment managers and asset owners with conveniently packaged exposure to a number of factors. Risk factors are granular attributes of one or more asset classes that explain risk and return. Read Part 2 –...
Asset managers and owners increasingly implement their investment strategy by buying funds from a number of providers. These funds can represent a significant portion of the firm’s portfolio, and complicate their ability to manage risk, measure performance and comply...
Buy-side firms increasingly offer a diverse set of funds and products to meet the risk appetites and investment objectives of their institutional clients. Multi-asset, long-only, and leveraged portfolios all have very different characteristics that require front and...
U.S. agency residential mortgage-backed securities (RMBS) are the largest and most liquid securitized asset class in the world. Pooling thousands of individual mortgages into a standardized security lets investors easily gain exposure to this important asset class....
In a recent Insights article, we discussed how factor models are changing the way institutional investment managers analyze and measure portfolio risk. In this Insight, we’ll examine factor-based investment methods and challenges, and discuss how managers use Charles...
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