Royal Bank of Scotland (RBS) is carving out a niche in Asia as a provider of thematic strategies by offering structured products based on its latest addition, the Gotham Enhanced Value Index. The family of indexes that use the strategy have been created in tandem with Joel Greenblatt, managing partner of US value-play hedge fund Gotham Capital International.
The result is a rules-based, long-only equity index comprising a diversified basket of up to 25 highly liquid US stocks. The index is trade
The week on Risk.net, July 7-13, 2018Receive this by email