The Active Manager’s Conundrum
Os objetivos contrários de gerar retornos absolutos e relativos criam o dilema da gestão ativa.
「Research」一覧
The Valuation of Low Volatility
顧名思義，低波動性策略通常在市場不穩定時期表現良好。在挑戰傳統資本資產定價理論的同時，它們的表現也同樣超越了其基準井並維持較低風險。 ...
Profitability Screening in Australian Small Caps
See what impact a profitability screen can have on improving return and reducing volatility and drawdown for Australian small-cap stocks.
The Valuation of Low Volatility
A valorização relativa do S&P 500 Low Volatility Index se tornou gradualmente mais cara desde o ano de 2000. No entanto, como indicador principal do desempenho relativo de estratégias de baixa volatilidad...
Examining Share Repurchasing and the S&P Buyback Indices
Get an overview of share repurchases in U.S., including trends in corporate payouts, major types of and motives behind share repurchases, and the price impact.
The Active Manager’s Conundrum
The conflicting goals of absolute and relative return generation create the active manager's conundrum.
The Half-Discovered Continent: U.S. Equities beyond the S&P 500®
Learn more about the diversification that can be achieved by exploring the U.S. equities market beyond large caps.
The Valuation of Low Volatility
Low volatility strategies, as the name suggests, typically perform well in times of market instability. Challenging traditional capital asset pricing theory, they have also outperformed their benchmarks o...