Thursday, 28 August 2014
Last updated 1 hour ago
From Theory to Practice:
Building a Portfolio of Risk Premia
October 17, 2013 | London
The risk/reward paradigm is well known. Research has found exposure to risk factors (or risk premia) generates positive gross excess returns. These risk factors include value, momentum, low size (or small cap) and low volatility stocks. Now, investors focus on the practical question of how to effectively implement exposure to these factors.
With a presentation by Dimitris Melas, MSCI Global Head of New Product Research, the evening's discussion will include:
Join us for an enlightening and in-depth review of these timely issues.
Aug 25 2014 | 11:21am ET
As many of you know, FINalternatives was recently acquired by the owners of Futures magazine, a firm called The Alpha Pages LLC. Today marks the soft-launch of a new sister site for both publications. As its name suggests, The Alpha Pages will cover all types of alternative investments, going far beyond the more well-known ones such as hedge funds and private equity. Read more…
Commodities/Futures magazine launched at the precipice of a revolution in the futures industry—really a revolution in the idea of risk management—that would move it from a small niche industry to ...