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Showing 191 - 200 of 1049 results for "Alpha"

A solution to active fund underperformance

ANDREW MCKEAN  |  FRIDAY, 12 AUG 2022
... management mistakes as there is no human element involved. Personal biases which can result in incorrect assumptions about alpha generation aren't involved in stock selection," Neiron said. Also, he added that "smart beta strategies don't result in common ...

ASIC issues first DDO stop orders

JAMIE WILLIAMSON  |  THURSDAY, 28 JUL 2022
... has placed interim stop orders on Responsible Entity Services Limited (RES) and two UGC Global Group companies, UGC Global Alpha Limited and UGC Global Alpha Fund Limited. RES is prohibited from issuing interests in PPM Units - a class of interests in ...

Recession a distinct possibility: Natixis

ANDREW MCKEAN  |  THURSDAY, 21 JUL 2022
Most investment strategists believe that a recession is a distinct possibility over the next six months, with a Natixis survey showing that nearly one-quarter think it's inevitable. "After six months of navigating rising rates, inflation and geopolitical ...

Inalytics develops new data-driven model

CASSANDRA BALDINI  |  WEDNESDAY, 20 JUL 2022
... screen and monitor asset managers. The model, 'DECSIS', analyses the four core investment decisions and processes - or 'alpha drivers' - Inalytics has found to have the potential to generate alpha in equity portfolios: stock picking, sizing positions ...

Uncertain times calls for portfolio dynamism: Insight

CHLOE WALKER  |  THURSDAY, 14 JUL 2022
... deploy a dynamic approach to asset allocation, within a disciplined process, which is less concerned by the constraints of alpha or beta generation, more with understanding how best to manage the reflexive nature of those assets to again deliver more ...

Allianz subsidiary, former portfolio managers charged over massive fraud

JAMIE WILLIAMSON  |  WEDNESDAY, 18 MAY 2022
... and Exchange Commission charged Allianz Global Investors and three former senior portfolio managers over the "Structured Alpha" strategy that was exposed as fraudulent by the March 2020 crash. The fraud is believed to have started in January 2016. The ...

Stock picking dominant source of alpha: Research

JAMIE WILLIAMSON  |  TUESDAY, 19 APR 2022
Stock picking is the main source of alpha in about 90% of institutional portfolios, a research firm has found. Analysis of 752 equity mandates by Inalytics, including several managed on behalf of Australian institutions, found 88% of portfolios generated ...

Mantis adds Zerocap crypto fund

ELIZABETH MCARTHUR  |  WEDNESDAY, 6 APR 2022
... have been asking Mantis how they should approach digital assets both as a digital gold alternative and a hunting ground for alpha. Our view is that partnering with the right team in the digital asset space is critical. "The onshore custody and security ...

YFYS changed how funds invest: JPMAM

ELIZABETH MCARTHUR  |  WEDNESDAY, 6 APR 2022
... make major changes to their portfolios - unless they are failing on the performance test - they are more cautious with high alpha strategies which require higher degrees of conviction. In turn, they are making smaller allocations to these strategies. ...

Pendal executive to join crypto firm

KARREN VERGARA  |  MONDAY, 14 MAR 2022
... cryptocurrency advisory firm. Vimal Gor, who was the head of Pendal's alternative duration, a boutique looking after the High Alpha Fixed Income Fund that was established in October 2021, will become the chief investment officer at Trovio. Gor will ...