ABN Amro is set to launch seven certificates on the new indexes for the US, Switzerland, Japan and Germany.
The Minimum Variance Approach is aimed at minimising portfolio variance, while the Maximum Sharpe Ratio Index maximises the Sharpe ratio. This performance indicator reflects the return of a portfolio, taking into account the risk potential of the equities it contains. The Sharpe ratio measures the extent to which the return on an investment exceeds the risk-free interest rate and the vo
The week on Risk.net, April 7–13, 2018Receive this by email