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Showing 241 - 250 of 344 results for "Sharpe"

FEATURE: Beyond Beta

LAURA MILLAN  |  TUESDAY, 7 JUL 2015
... cap weighted methodology. Everything else about the term smart beta seems problematic. Stanford University professor Bill Sharpe, who won a Nobel Prize for defining the concepts of beta and alpha, famously said that the notion of smart beta makes him ...

Market set to open higher

AAP  |  MONDAY, 29 JUN 2015
The Australian market looks set to open higher as international markets await the impact of Greece's breakdown in its debt bailout talks. At 0645 AEST on Monday, the September share price index futures contract was up 10 points at 5,510. No major local ...

Falling AUD offsets dividend growth

LAURA MILLAN  |  MONDAY, 18 MAY 2015
Australia had the fastest dividend growth in Asia Pacific for the year to March 2015, but the falling Australian dollar made the increase modest relative to its counterparts in the region, the Henderson Global Dividend Index found. Australia made up ...

Investors misunderstand smart beta: AXA IM

MARK SMITH  |  FRIDAY, 17 APR 2015
... akin to actively managed strategies, an approach that AXA IM adopts for its suite of products. "Smart beta must focus on Sharpe ratio rather than information ratio," he said.

PMI surveys say...

BENJAMIN ONG  |  WEDNESDAY, 25 MAR 2015
Markit Economics' flash PMI (purchasing managers' index) data dump yesterday gives us the lay of the land for first quarter economy and beyond. While it's tempting to correlate these PMI readings with the effectiveness (or not) of the monetary policy ...

Fixed income offers little equity risk protection: CFM

MARK SMITH  |  WEDNESDAY, 4 MAR 2015
... thirdly, it has capacity, unlike the very best performing hedge funds. "If you deliver genuinely non-correlated returns with a Sharpe ratio greater than 1 then premium fees are appropriate," said Jordan. "But there aren't many genuine alpha funds out ...

Market Wrap AM

AAP  |  MONDAY, 2 MAR 2015
The Australian market looks set to open flat after Wall Street fell modestly following a new estimate of fourth-quarter US economic growth that came in better than expected. At 0815 AEDT on Monday, the share price index futures contract was up four ...

Market wrap

AAP  |  MONDAY, 9 FEB 2015
The sharemarket is weaker as a sharp drop in Chinese imports weighs down the mining giants. Australia's biggest trading partner China has posted its sharpest slide in imports in more than five years, with the news threatening to end 12 consecutive sessions ...

401(k) plans to reach $6trn by 2018

STAFF WRITER  |  MONDAY, 2 FEB 2015
Total private defined contribution (DC) assets in the US are expected to surpass $6 trillion in 2018, according to new research from global analytics firm Cerulli Associates. "Our projections indicate that, by the end of the decade, total private DC ...

Boutique corporate super realigns following MySuper

ALEX DUNNIN  |  THURSDAY, 29 JAN 2015
MySuper may be triggering a readjustment in the corporate platform market as fund groups that have elected not to pursue MySuper authorisation shift their focus away from corporate default products toward select and personal products. The findings are ...