Usually focusing on how to design the best low-volatility strategy, David Blitz, Matthias Hanauer and Pim van Vliet have set out to construct a very bad low-volatility strategy. Comparing good and bad low-volatility strategies they found very different performance characteristics. Clearly, not all low-volatility stocks are created equal. The results highlight the importance of being selective when investing in low-volatility stocks. What differentiates a successful low-volatility approach from an unsuccessful one?
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Beauty and the beast of low-volatility investing
David Blitz PhD, Matthias Hanauer, Pim van Vliet PhD, research, Robeco Asset Management
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Why Asian equities’ growth will outlast the AI-driven semiconductor cycle
In the latest episode of the Fiduciary Investors Series, Liao spoke with Top1000funds.com Asia Pacific correspondent Darcy Song on why the convergence of innovation, demographics and improving shareholder returns makes Asian equities an increasingly compelling diversification trade for asset owners navigating a geopolitically fractured world.
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Portfolios, Risk and Inflation: Challenges for Latin American Investors
While Latin American economies and local investment portfolios have prospered during recent years of financial turmoil, global events may catch up with the region. Our most recent Vision Focus paper, “Portfolios Risk and Inflation: Challenges for Latin American Investors” examines how Latin American institutional investors are protecting their investments with event-sensitive portfolio construction and risk
Real Estate: New Opportunities for Institutional Investors
Real estate is evolving fast as increased global investment opportunities emerge. Property prices in key markets have begun a tentative upswing that may offer scope for capital gain. There is also evidence of rental growth in some locations, which has had a positive effect on capital values. However, as the effects of the global financial
Real Estate: A New Model for Fund Managers
As increased global investment opportunities emerge in the wake of the financial crisis, real estate funds are changing rapidly. Fund managers will need to establish a new operating model. This report considers how fund managers are adopting new approaches to address the demands of investors and regulators, and position themselves for the significant opportunities ahead
China’s Funds Future
China’s rapidly growing managed funds sector presents tremendous opportunities for domestic and international investors. As the industry changes in response to a variety of macro trends, fund managers face a number of challenges accessing this lucrative market. Understanding the evolving fund management landscape will be critical to their future success. CLICK HERE TO DOWNLOAD THE
The Prospects and Challenges of Southeast Asian Financial Integration
Through the Association of Southeast Asian Nations (ASEAN), countries in the region are enhancing regional cooperation and cohesion. While they are making progress, challenges remain. This report highlights the opportunities ASEAN offers, outlines recent financial initiatives in the region and presents some of the challenges ahead for integration to succeed. CLICK HERE TO DOWNLOAD THE
UCITS IV: Risk Reporting Delivers Competitive Edge
The increased focus on risk management frameworks as part of the UCITS IV direction creates significant complexity but also opportunities for asset managers to gain competitive advantage. This Vision paper explores ways for asset managers to manage the requirements while underscoring their commitment to risk management and transparency. CLICK HERE TO DOWNLOAD THE REPORTmrec4inarticleinline Sponsored
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