Potential Impacts of Proposed Risk-Based Capital Factors
Once the NAIC completes its impact study and releases the new RBC factors for the recently updated bond designations, how could that affect Life and P&C insurers?
「S&P」一覧
S&P Dow Jones Indices Launches S&P Cryptocurrency Broad Digital Market Index
New index measures the performance of more than 240 cryptocurrency coins
The Active Manager’s Conundrum
市場ボラティリティが平均を下回ることは通常、リターンが平均を上回ることと関連しています。したがって、選択肢が与えられるのであれば、ほとんど投資家は高いボラティリティよりも低いボラティリティを選好すると思われます。しかし、アクティブ・マネージャーにとって、選択肢はそれほど明確ではありません：市場ボラティリティが低いということは、相関や分散が低いことと関連しており、この両方により、アクティブ運用を正当化するこ...
S&P Dow Jones Indices and the Lima Stock Exchange to Launch a new ESG index to replace the S&P/BVL Good Corporate Governance Index
NEW YORK, USA and LIMA, PERU, JULY 7, 2021: S&P Dow Jones Indices (“S&P DJI”), the world’s leading index provider and the Lima Stock Exchange (“BVL”) announced today that they will launch a new Environmen...
S&P Dow Jones Indices y la Bolsa de Valores de Lima lanzarán un nuevo índice ESG que sustituirá al S&P/BVL IBGC (Índice de Buen Gobierno Corporativo)
NUEVA YORK, EE. UU. y LIMA, PERÚ, 7 DE JULIO DE 2021: S&P Dow Jones Indices (“S&P DJI”), el principal proveedor de índices a nivel mundial, y la Bolsa de Valores de Lima (“BVL”), anunciaron hoy el próximo...
S&P Dow Jones Indices Reports U.S. Indicated Dividend Payments Increased $12.9 Billion in Q2 2021
NEW YORK, July 7, 2021: S&P Dow Jones Indices announced today that indicated dividend net changes (increases less decreases) for U.S. domestic common stocks increased $12.9 billion during Q2 2021, compare...
Profiling Minimum Volatility
The S&P 500 Minimum Volatility Index is part of a class of strategies that explicitly seeks to generate a tempered pattern of returns—losing less when markets decline and gaining less when markets rise. ...
S&P Dow Jones Indices Wins Environmental Finance’s ESG Index Provider of the Year Award
LONDON, JUNE 28, 2021: S&P Dow Jones Indices (“S&P DJI”), the world’s leading index provider, today announced that it has been named as Environmental Finance’s ESG Index Provider of the Year in its annual...
The Valuation of Low Volatility
顾名思义，低波动性策略通常在市场不稳定时期表现良好。在挑战传统资本资产定价理论的同时，它们的表现也同样超越了其基准井并维持较低风险。 ...