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Showing 231 - 240 of 344 results for "Sharpe"

Robeco fund added to HUB24 platform

ALEX BURKE  |  THURSDAY, 10 DEC 2015
... proprietary quantitative method based on award-winning research, which exploits the low-risk anomaly - aiming to maximise the sharpe ratio."

New alternative beta fund answers hedge fund short-comings

MARK SMITH  |  MONDAY, 23 NOV 2015
... persistence," explained CFM International president Philippe Jordan. "What's interesting is that these factors, which have similar Sharpe ratios to the growth factor, are very different in when they work. If you have a sufficient amount of factors which ...

OPINION: Super is Murray's big rock

ANDREW BRAGG  |  WEDNESDAY, 18 NOV 2015
Properly calibrating the superannuation system is the most important policy change from the Murray review of the financial system. Super could be sharper, leaner and easier to understand. That's why the Murray proposals to define the objective of superannuation ...

HESTA awards low volatility mandate

ALEX BURKE  |  TUESDAY, 17 NOV 2015
... proprietary quantitative method based on award-winning research, which exploits the low-risk anomaly - aiming to maximise the sharpe ratio." In September, HESTA partnered with Social Ventures Australia to launch one of Australia's biggest impact investment ...

Mother's Day

BENJAMIN ONG  |  FRIDAY, 6 NOV 2015
It's that time of the month again folks, the time of great anticipation for the coming of mother - the mother of all eco stats, that is. So wipe your microscopes clean and sharpen your scalpels. We'll need them to dissect and distil and scour the latest ...

Mandate tide turns towards global equities

LAURA MILLAN  |  MONDAY, 19 OCT 2015
Institutional investors are moving fast to protect their portfolios from the risks facing the Australian market. Over a third of the money poured into new mandates last year was in international equities, twice the amount of new funds invested in Australian ...

FEATURE: Investing in a world on hold

LAURA MILLAN  |  FRIDAY, 16 OCT 2015
The US Federal Reserve's decision to postpone the rate rise is keeping the world on hold. With volatility set to increase ahead of the rate hike, Laura Millan looks at the global investment opportunities. Just when everyone thought it would happen ...

Comparative advantage

BENJAMIN ONG  |  TUESDAY, 29 SEP 2015
Aren't you glad I didn't lift? This must be what's in Janet's head as she scours the global economic and financial market landscape and saw that it wasn't good. Yes folks, financial markets were doing backflips again overnight on concerns over dropping ...

SelectingSuper rejects claim small funds should merge

ALEX DUNNIN  |  WEDNESDAY, 5 AUG 2015
SelectingSuper has rejected the reported assertion that super funds with less than $5 billion in assets should be required to merge. In was reported in Fairfax media this morning that a major superannuation research group has said that funds below this ...

FEATURE: Custody under review

DARREN SNYDER  |  MONDAY, 3 AUG 2015
Custodians are a vital organ for super funds and asset managers. Darren Snyder explores the trillion-dollar industry. The $2.6 trillion Australian custody market has been highly active during the past 18 months and continues to be watched as several ...