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
Front of mind
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Article
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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
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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
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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
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Article
Weekly market update – All...
Markets appear to be breathing a sigh of relief after several weeks of turmoil in the US and European banking…
30/03/23
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Podcast
Talking heads – Banks transition...
Over the last month, the banking sector has seen a spate of turmoil triggered by concerns over the possible effects…
29/03/23