Monday, 29 December 2014
Last updated 3 hours 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.
Dec 1 2014 | 10:21am ET
As 2014 winds down, Northern Trust Hedge Fund Services executives took some time to share their outlook on trends facing the industry in 2015. Read more…
Jeff Sprecher was simply looking for a platform to trade energies when launching ICE 14 years ago but it has grown to reach the pinnacle of both the listed futures and equities world.