The financial sector turmoil that started with the collapse of Silicon Valley Bank in the US and subsequently spread to…
06/04/23
Lending to households is one of the most basic building blocks of the financial system, and these loans have proved…
06/04/23
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
In times of heightened market volatility and rising policy rates, money market funds offer investors a haven, where they can…
03/04/23
Many companies commit publicly to good ESG[1] practice, but do these pledges genuinely reflect how they behave, or are they…
03/04/23
Robert Haugen, who discovered the low-volatility anomaly (low vol) in 1972, wrote numerous articles and books to try to popularise…
31/03/23
The MSCI World Minimum Volatility Index has had a very poor run of performance recently. In absolute terms the index…
31/03/23
Summary Many low risk equity strategies, e.g. minimum variance strategies, exhibit a negative exposure to changes in interest rates which…
31/03/23
Markets appear to be breathing a sigh of relief after several weeks of turmoil in the US and European banking…
30/03/23
Many investors consider low-volatility stocks to be reliable defensive equity investments over the long term, delivering higher risk-adjusted returns than…
30/03/23
