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The Carry Concept

The Carry Concept

🕔17:02, 7.Jun 2019

FTSE Fixed Income Factor Research Series As a well-known concept to practitioners and academics, carry has been leveraged in the currency markets for decades. With the understanding of such FX carry trades becoming established, recent academic publications have explored this

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Klimaatverandering: de urgentie rond de 2°c – wie volgt ons?

Klimaatverandering: de urgentie rond de 2°c – wie volgt ons?

🕔15:03, 6.Jun 2019

195 landen ondertekenden in 2015 het Klimaatakkoord van Parijs. Maar in 2018 tekenden slechts 20 staats- en regeringsleiders present op de COP 24. Klimaatverandering was naar verluidt slechts een theorie, maar kijk maar eens naar het weerbericht op tv. Verzekeringsmaatschappijen

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Dividendbeleggen in de eurozone voegt al 20 jaar waarde toe

Dividendbeleggen in de eurozone voegt al 20 jaar waarde toe

🕔15:03, 2.Jun 2019

Nicolas Simar beheert het NN (L) Euro High Dividend al sinds de oprichting in 1999. Hij heeft het fonds door de internetzeepbel, de Europese schuldencrisis en onconventioneel monetair beleid geleid. Het fonds bleef trouw aan haar eigen beleggingsstijl in de

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Risk-rating multi asset portfolios

Risk-rating multi asset portfolios

🕔05:04, 1.Jun 2019

How best meet your clients’ investment objectives Many of the multi-asset funds available today from different asset managers define their portfolios not by risk ranges, but by underlying asset exposures. While this gives the manager flexibility to reposition their portfolios,

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Impact Investing & Factor Beleggen

Impact Investing & Factor Beleggen

🕔13:02, 18.Apr 2019

Alpha Research, asset allocatie & fund selection & OpinioPro (professional investment publications databank) organiseerden een kennis event over Factor Beleggen & Smart Beta: active of passive met resultaten van haar analyse van Factor Investing publicaties van grote vermogensbeheerders en 381

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Impact Investing & Factor Beleggen

Impact Investing & Factor Beleggen

🕔13:02, 18.Apr 2019

Alpha Research, asset allocatie & fund selection & OpinioPro (professional investment publications databank) organiseerden een kennis event over Factor Beleggen & Smart Beta: active of passive met resultaten van haar analyse van Factor Investing publicaties van grote vermogensbeheerders en 381

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Valuation bifurcation might persist, but potential to deliver uncorrelated returns remains compelling

Valuation bifurcation might persist, but potential to deliver uncorrelated returns remains compelling

🕔11:02, 16.Apr 2019

James Clunie – Jupiter Asset Management Over the past five years to year-end 2018, Jupiter’s Absolute Return strategy has been a worthwhile portfolio diversifier: it has generated a positive return, with negative correlation to the MSCI World Index, and has

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Factor valuation considerations

Factor valuation considerations

🕔15:02, 21.Mar 2019

Introduction Factor investing is increasingly in vogue with estimates of passive assets tracking such strategies reaching US$729bn [1], [2]. This popularity has led investors, academics and practitioners to question the extent to which factor premiums may have been arbitraged away

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ESG: Separating truth from fiction in the hunt for sustainable dividends

ESG: Separating truth from fiction in the hunt for sustainable dividends

🕔14:00, 15.Mar 2019

ESG For the Kempen Dividend team, Environmental, Social and Governance (ESG) criteria are an integral part of the investment process. Their unique methodology makes sure that they take all aspects of a company’s ESG risks and opportunities into account when

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What are Factors?

What are Factors?

🕔09:13, 5.Mar 2019

Multi-Factor Strategies A “factor” is a generic label for company and stock price characteristics that provide the common sources of return across a broad universe of equity securities. For example, the value factor includes stocks that are inexpensive relative to

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Defensive Versus Cyclical: The Blurring Lines

Defensive Versus Cyclical: The Blurring Lines

🕔14:02, 4.Mar 2019

Viewpoint11 For credit investors, the equity market can be an important source of information about growth expectations, and at times can serve as a leading indicator. However, recent developments in some defensive sectors – traditionally favored by equity and credit

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Thinking It Through:

Thinking It Through:

🕔14:02, 4.Mar 2019

What Opportunity Zone Investors (And Observers) Should Consider Today  As an investor, you want to anticipate all the risks, pitfalls and ranges of outcomes before you put money to work. Qualified opportunity zones continue to make headlines and do present

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Value: A Practitioner’s Guide

Value: A Practitioner’s Guide

🕔17:02, 2.Mar 2019

What is value The foundational lessons of Graham and Dodd provide a recipe for market participants to look at stocks based on a valuation framework and to understand the relative cheapness of stocks. This framework has been used throughout the

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Understanding & Comparing Esg Terminology

Understanding & Comparing Esg Terminology

🕔15:02, 23.Feb 2019

A Practical Framework for Identifying the ESG Strategy That Is Right for You According to a survey of 475 institutional investors titled “Performing for the Future,” more than half of institutions that have adopted environmental, social and governance (ESG) investing

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Factor Views

Factor Views

🕔19:02, 25.Jan 2019

Themes from the quarterly Quantitative Beta Research Summit The factors that we favor were mixed amid a turbulent quarter that saw a wide range of markets fall sharply and end the year in negative territory. A slowdown in economic activity

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A Multi-Factor Strategy for Index Enhancement

A Multi-Factor Strategy for Index Enhancement

🕔11:02, 11.Jan 2019

One of the most powerful biases that drives stock behavior is also one of the most difficult to capture — investors’ tendency to overpay for stocks that have the possibility (however remote) of a very large payoff. In statistical terms,

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ESG Integration in Sovereign Portfolios

ESG Integration in Sovereign Portfolios

🕔17:02, 19.Dec 2018

Long-term value creation Our analysis of the current state of affairs in ESG integration in sovereign portfolios covered three topics: the existing academic and industry research, the data and scores provided by specialised vendors, and the inclusion of ESG in

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Stocks with Highest Conviction from Hedge Funds

Stocks with Highest Conviction from Hedge Funds

🕔13:02, 16.Dec 2018

The NOVUS 4C Indices Hedge funds express conviction in companies they hold by sizing them up in their portfolios. Does hedge fund conviction play a role in the future performance of stocks? Evidence shows that it does. If a stock

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Impactbeleggen via beursgenoteerde aandelen en obligaties

Impactbeleggen via beursgenoteerde aandelen en obligaties

🕔14:00, 14.Dec 2018

Transitiethema’s voor een duurzame toekomst  Triodos Investment Management wil bijdragen als katalysator voor de transitie naar een evenwichtige economie waarin natuurlijk en menselijk kapitaal echt naar waarde worden geschat. Om dit te bereiken beleggen wij uitsluitend in ondernemingen die via

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Explaining Portfolio Decarbonisation

Explaining Portfolio Decarbonisation

🕔11:02, 19.Nov 2018

So what is decarbonisation – that odd, but strangely attractive-sounding word? Decarbonisation refers to action taken to reduce the carbon intensity, and carbon dioxide (CO₂) emissions in particular, of an economy. As an integral part of the energy transition, decarbonisation

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Benchmark Responsible Investment by Pension Funds in the Netherlands 2018

Benchmark Responsible Investment by Pension Funds in the Netherlands 2018

🕔13:32, 12.Nov 2018

Are we doing enough? This report, published by the Dutch Association of Investors for Sustainable Development (VBDO), provides a detailed overview of the current status quo and trends relating to the responsible investment practices of the 50 largest Dutch pension

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Factor Investing 2018

Factor Investing 2018

🕔13:02, 10.Nov 2018

Points Of Discussion Factors allow for a high level of portfolio customization at a reasonable cost It is important that investors understand the factor exposures they need and have a flexible investment process Factors such as value, size, and momentum,

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Do ESG factors reduce portfolio risk?

Do ESG factors reduce portfolio risk?

🕔11:02, 10.Nov 2018

To date, investor interest in ESG has been largely focused on ethics (‘values’) and less on generating returns (‘value’), which has led to flows into sustainable and ethical investments. However, we have seen increasing acceptance that incorporating ESG analysis can

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t Is Low Volatility the ‘Right’ Investment Style for European Equities?

t Is Low Volatility the ‘Right’ Investment Style for European Equities?

🕔13:02, 9.Nov 2018

Overview The long-term outperformance of low volatility stocks, known as the ‘low risk anomaly’, is supported by a range of academic literature.1 • In Europe, low volatility has performed particularly well, as illustrated over various time horizons. Now may be

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Hoe zouden we impact kunnen of moeten meten?

Hoe zouden we impact kunnen of moeten meten?

🕔09:38, 9.Nov 2018

Investment View Maatstaven voor engagement en intentionaliteit brengen ‘Impact’-metingen naar een hoger niveau Verbeterde rapportages en transparantie, meer databronnen en de standaardisatie van meetmethoden zullen zorgen voor verbetering

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Asset Allocation Consensus June

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Sign up on #OpinioPro to read all the latest research on #fixedincome, #assetallocation and so much more! Click here: https://t.co/90NYM4HBVh

In UBP's Monthly #Investment #Outlook they write: "After Q1 global weakness, world growth is expected to stabilise in Q2 and progressively recover moving into 2H19". Read the whole outlook here: https://t.co/jlNTFp5V6M

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