quantitative methods
Smart rebalancing rules help portfolio managers capture more of the return that is inherent in their factor strategies. Concentrating on “priority best” trading improves factor portfolio performance.
Not all low volatility strategies are created equal. Many lack the diversification and risk control needed to guard against concentration and macro risk.
William Kinlaw, Mark Kritzman, and David Turkington offer advice on a wide range of asset allocation topics, backing up their recommendations with solid quantitative analysis.
Where is the common ground between quant and fundamental investing?
Oliver Linton provides a good reference work for key financial econometric topics and extensions over the past 20 years.
What were the articles of the year on Enterprising Investor? The 10 leading posts covered a broad spectrum of subjects, from interviewing and cover letter tips, to how to optimize decision making and better understand blockchain technology. They were authored by some of the most influential thinkers in finance, including Michael Batnick, CFA, and Ben Carlson, CFA, and together offer an illuminating view into the state of the investment profession in 2017.
If investors have the option to cheaply replicate their desired exposures to help solve their portfolio problems, then why shouldn't they? Mark Harrison, CFA, curates the latest insights on what is meant by smart beta and factor investing and how they differ.
Jason Voss, CFA, highlights some of the most-compelling reads he's encountered over the last month. Among the topics explored: share buybacks, central banks, and dark matter.