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Showing 461 - 470 of 1130 results for "quantitative"

Instos should reconsider hedging strategies: PIMCO

KERRIE SYDEE  |  FRIDAY, 21 OCT 2016
... without reducing the expected return of the portfolio. According to co-author of the research paper, vice president and quantitative research analyst at PIMCO, Laura Ryan, the research shows how this sort of strategy is more efficient than common practices ...

Legg Mason, AB funds highly recommended

MARK SMITH  |  WEDNESDAY, 12 OCT 2016
... and some income, including franked Australian dividend income. Lonsec said it considered the fund's blend of global quantitative process with a fundamental overlay to be suitably designed to capitalise on the 'low volatility' and 'quality' market anomalies ...

Slow, slower, slowing

BENJAMIN ONG  |  MONDAY, 10 OCT 2016
... at home, they are also beggaring their neighbours. Yes Virginia, they're called "QE's" or "LTRO's" or "OMT's" or Quantitative and Qualitative Easing with a Negative Interest Rate" or "New Framework for Strengthening Monetary Easing: "Quantitative and ...

Passive investors probably not Marxist parasites: MSCI

ALEX BURKE  |  FRIDAY, 30 SEP 2016
... "worse than Marxism." The original paper, spearheaded by Bernstein Investment Research and Management head of global quantitative strategy and European equity strategy Inigo Fraser-Jenkins, argued that "a supposedly capitalist economy where the only ...

Top boutique in first push for new investors

MARK SMITH  |  FRIDAY, 30 SEP 2016
... which took in the full market cycle from the top of the bull market, through the GFC and on through the subsequent quantitative easing-led recovery. Backed by an initial investment from their old boss David Paradice, Mitchell and Ng now have complete ...

Machine learning to revolutionise investing

JAMIE WILLIAMSON  |  THURSDAY, 29 SEP 2016
... significantly, and will continue to do so, as it involves bigger and more complex data sets. "The rise of machine learning in quantitative investing is powered by three separate revolutions: the growth in computing power, the explosion of data generation ...

No new monetary policy moves on horizon: AB

JAMIE WILLIAMSON  |  THURSDAY, 29 SEP 2016
... non-productive assets such as housing, equities and bonds, potentially creating bubbles in these markets. Likewise, quantitative easing performed by certain central banks has had a comparable unintended result. According to Taylor, banks across Europe ...

Economic Wrap

BENJAMIN ONG  |  THURSDAY, 29 SEP 2016
... it's still too early to judge the success or failure of the BOJ's "New Framework for Strengthening Monetary Easing: "Quantitative and Qualitative Monetary Easing with Yield Curve Control"" announced this month, the on-going strength in the Japanese yen ...

Central banks still got their mojo

BENJAMIN ONG  |  MONDAY, 26 SEP 2016
... shares rocketing by 7.0% after the BOJ gifted the markets with a "New Framework for Strengthening Monetary Easing: "Quantitative and Qualitative Monetary Easing with Yield Curve Control" alongside not taking interest rates further down into the negative. ...

Christmas in September

BENJAMIN ONG  |  THURSDAY, 22 SEP 2016
... Kuroda delivered the initial cheer with its announcement of a "New Framework for Strengthening Monetary Easing: "Quantitative and Qualitative Monetary Easing with Yield Curve Control"" (https://www.boj.or.jp/en/announcements/release_2016/k160921a.pdf) ...