Study Finds Systematic Front Running Equities Front running by employees of financial services companies could be more prevalent than previously thought, according to an upcoming study. Read More
Quality: What’s in a Name? Equities, Women in Finance What do asset managers mean when they speak about ‘quality’ companies? Read More
The Case for Min Volatility with a Yield-tilt Sauce Asset Owners, Equities, Factors, Quant & Systematic Solving minimum volatility implementation issues through blending. Read More
Smart Beta Popularity Could Lead to Crowding Equities, Factors, Quant & Systematic Smart beta product proliferation needs monitoring, Willis Towers Watson says. Read More
Stranded Assets Stockpile is Growing Equities, ESG Transitioning away from fossil fuels means there are a lot of potential stranded assets, an energy finance analyst says. Read More
Factor Investing as a Tilting Mechanism Asset Owners, Chief Investment Officers, Equities, Factors, Quant & Systematic The HK Hospital Authority Provident Fund Scheme applies factor strategies for tilting purposes. Read More
The Shelf Life of an Investment Signal Equities Quantitative investment signals need careful monitoring for persistence and decay. Read More
Who Is in Charge: The Index or You? Equities, Women in Finance Indices are useful, but are they driving your investment decisions? Read More
AP2’s Stumble into Systematic Beta Asset Allocation & Strategy, Asset Owners, Equities, Factors, Quant & Systematic Tomas Franzén, Chief Investment Strategist at AP2 tells [i3] Insights about the fund’s journey into systematic beta. Read More
