Saturday, 22 November 2014
Last updated 23 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.
Nov 4 2014 | 9:45am ET
Data management is important to every business, but for hedge funds, it is critical. FINalternatives recently asked Peter Sanchez, CEO of Northern Trust Hedge Fund Services, how fund managers can deal with the demands of managing data while at the same time remain transparent and abide by operational best practices. Read more…
Reg NMS created a huge bifurcation in equity markets and while much of what has followed has been positive, in terms of lower fees and greater liquidity, many traders would like to see the market come...