Global Equities
Global Equities: Maintain concentration
01 Nov 2011
Perhaps surprisingly, Joseph Mariathasan finds that well-managed active risk has paid off for global equity funds over recent years
Global Equities: An information edge
01 Nov 2011
Few still believe that equity markets are efficient. But no-one thinks they are that inefficient, either. Martin Steward speaks to four asset managers who believe they have a proprietary information...
Global Equities: Harvesting risk premia
01 Nov 2011
Dimitris Melas notes that institutional investors focus more on the selection of active managers than on the selection and combination of risk premia, despite growing evidence that risk premia...
Global Equities: Beta made better
01 Nov 2011
Martin Steward asks why some investors are treating long/short equity as an ‘equity replacement’ – and what practical challenges face those who do so
Global Equities: A different animal?
01 Nov 2011
Edward Mott explores the role of private equity and venture capital in post-recession equity portfolio optimisation
Global Equities: Towards true diversification
01 Nov 2010
Yves Choueifaty, Tristan Froidure and Elizabeth Breaden wonder why the dynamic strategy implied by cap-weighted indices is regarded as ‘passive’ and posit their ‘anti benchmark’ portfolio as a true...
Global Equities: World betas
01 Nov 2010
Stock-specific risk dominates equity returns, finds Sudhir Nanda. But stockpickers should be aware that the contribution of systemic factor risks varies significantly across regions, sectors and time
Global Equities: History lesson on risk
01 Nov 2010
Real stock market returns reveal the true frequency of ‘once in a century’ crashes,says Paul Kaplan
Global Equities: Breaking the constraints
01 Nov 2010
Joseph Mariathasan finds that while modern portfolio theory and orthodox strategies can serve investors and fund managers well, there can be greater rewards for those willing to step away from...
Banking on animal spirits
29 Apr 2009
Global equity valuations – both absolute and relative to credit – are proving difficult to pin down. Joseph Mariathasan finds managers tiring of paying a premium for defensiveness but are hopeful...
