Weekly market update – Nearing...
In the wake of the banking related turmoil in March, markets have regained stability since the start of April. Attention…
13/04/23
Front of mind
-
Article
-
Article
Weekly market update – What’s...
The financial sector turmoil that started with the collapse of Silicon Valley Bank in the US and subsequently spread to…
06/04/23
-
Article
Financial reform in China –...
In early March, at this year’s National People’s Congress, China’s leaders approved the State Council Institutional Reform Plan. It sets…
04/04/23
-
Article
Low volatility, the hidden factor
Robert Haugen, who discovered the low-volatility anomaly (low vol) in 1972, wrote numerous articles and books to try to popularise…
31/03/23
-
Article
Low volatility equities: the bursting...
The MSCI World Minimum Volatility Index has had a very poor run of performance recently. In absolute terms the index…
31/03/23
-
Article
Low risk equity strategies without...
Summary Many low risk equity strategies, e.g. minimum variance strategies, exhibit a negative exposure to changes in interest rates which…
31/03/23