Equity factor strategies have experienced performance challenges relative to cap-weighted indexes since the COVID-19-induced market crash of 2020. In cap-weighted indexes, companies with higher market ...
Index tracking and portfolio optimization are pivotal techniques in modern financial management, aiming to replicate the performance of a benchmark index while minimising discrepancies and risk. This ...
A portfolio with low standard deviation of returns would deliver a more desirable experience for the investor. This can occur with or without a high TE (that is, a manager can have a high or low TE ...
When it comes to integrating ESG factors into investment strategies, market participants may be interested in deviations from the benchmark. Improving the ESG profile ...
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