Professor of finance at the EDHEC Business School and member of the EDHEC Risk Institute, Abraham Lioui, looks at the spillover effect that counter-cyclical regulation affecting one part of the market, banning short-selling, has on the broad market. By examining the effect of the ban on short-selling in 2008 on market indices in the US and Europe the research shows a broad impact on the markets, which did not ease the downward pressure in financial markets.
Singapore’s two largest asset owners, GIC and Temasek, see attractive opportunities in climate adaptation solutions – a relatively underfunded area compared to decarbonisation. The former has already made selective adaptation investments and said the opportunity set across public and private debt and equity could increase to $9 trillion by 2050.
Through their momentum properties, cap-weighted indices favour the emergence of speculative bubbles, according to research by EDHEC-Risk Institute, which concludes cap-weighted stock market indices offer no particular advantage. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
The S&P Equity World Cup was simulated with data drawn from the S&P Global BMI, comprised of the S&P Developed BMI and the S&P Emerging BMI.
An new section in Top1000Funds.com, social media will bring you a mix of our own social media adventures as well as some of the latest social media news with a take on how it relates to the institutional investor industry. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
The world’s currency markets are going through their biggest upheaval for almost 40 years since the fixed-rate exchanges started to end for Western countries. Currency expert, Ronald Leisching, of US-based Mountain Pacific Group, has studied the likely scenarios for pension funds and how they can cope in the new environment. mrec4inarticleinline Sponsored Content scnative1 scnative2
This new research by MSCI Barra explores the conditions necessary for a portfolio with a levered fixed-income allocation to achieve lower volatility and a better risk-return profile than an unlevered portfolio. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
Research by EDHEC-Risk Institute reveals fear that structuring hedge funds as UCITS will distort the funds’ strategies and diminish returns. mrec4inarticleinline Sponsored Content scnative1 scnative2 scnative3
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