Relying on discretion is not sustainable, argues index executive in wake of rebalance delays
Blowout in spreads prompted SSGA and other managers to limit need for hedges today
Energy Risk Asia awards, 2018: Bank of China International launches first broad-based Chinese commodity index
State Street, Amundi, HSBC sharpen trading tactics to exploit index changes
Secondary market trading in funds could freeze up in times of stress, supervisors fear
The authors of this paper propose a stock selection method based on a variable selection method used with PCA in multivariate statistics.
Costs have fallen already, but investors demand better deals