Portfolio management
Investment workflows move beyond the trade
J.P. Morgan experts reveal how Vida’s digital tools enhance transparency, analytics, portfolio oversight and investment lifecycle management
A new approach to asset pricing models: the term structure of leverage and refinancing risk
The authors provide new insights into leverage-related risk factors in stock returns and draw attention to the significance of debt maturities and refinancing in understanding leverage effects in asset pricing.
Malkiel’s monkeys: a better benchmark for manager skill
A well-known experiment points to an alternative way to assess stock-picker performance, say iM Global Partner’s Luc Dumontier and Joan Serfaty
Institutional priorities in multi-asset investing
Private markets, broader exposures and the race for integration
Supervised similarity for firm linkages
Quantum fidelity is used to capture dependency structures in equity
Vendor spotlight: Credit risk management solutions, 2025
Credit risk and portfolio management across the trading and banking books
Cyber risk triggers alarm bells for credit portfolio managers
Attack on Jaguar Land Rover highlights difficulties modelling unpredictable impact of outages
Institutional ETF trading: from tactical tool to embedded strategic advantage
Leveraging ETFs for resilience, efficiency and growth in today’s complex market
Risk parity strategies with risk factors
The authors consider risk parity in portfolio trading and compare the performance of RP portfolios against traditional value- and equal-weighted portfolios, finding RP strategies to outperform the others in most cases.
Break down the silos: the unifying power of total portfolio management
Best practices for investment operations and execution in today’s complex market landscape
Inside the company that helped build China’s equity options market
Fintech firm Bachelier Technology on the challenges of creating a trading platform for China’s unique OTC derivatives market
Overcoming Markowitz’s instability with hierarchical risk parity
Portfolio optimisation via HRP provides stable and robust weight estimates
Podcast: Alexei Kondratyev on quantum computing
Imperial College London professor updates expectations for future tech
Quantum two-sample test for investment strategies
Quantum algorithms display high discriminatory power in the classification of probability distributions
Charting volatility: strategic insights on Apac monetary policy divergence and market dynamics
Key drivers of market fluctuations, the impact of currency and interest rate differentials, and technology-driven strategies for risk mitigation in portfolio management
Brooklyn’s robot analyst cuts costs by four-fifths
In tests, direct indexer’s model picks portfolios for review with near-perfect accuracy
Form an orderly QIS: hedge funds spur quant products to new heights
Rise of multi-strategy vehicles triggers demand for indexes once seen as competitors
The evolution of portfolio strategies: Special report 2024
This report explores the dynamic evolution of portfolio management and investment strategies, addressing challenges, technological advancements and ongoing innovations
In pursuit of portfolio performance: buy-side firms adopt new technologies and strategies
Industry experts discuss the challenges in adapting to data-driven strategies, and the need for transparency and new technologies to navigate uncertainties and optimise performance
Vida’s ongoing journey: innovating portfolio solutions
J.P. Morgan’s Gurps Kharaud and Francesco Chioccola discuss Vida Portfolio Solution's ongoing innovation
FX alternative risk premia as a key diversifier for equity bond portfolios
Siddharth Grover, head of QIS structuring at BBVA, discusses how the BBVA FX Risk Premia Indices can aid investors seeking diversification, and provides insight into potential trends moving forward