Portfolio Management

Corporate Credit Portfolio Construction: Targeting low-beta names during the COVID-19 Market Crisis

In this post we investigate how a portfolio constructed to optimize exposure to the Beta style factor performed through the market crisis.

Posted 05.07.20 Dieter Vandenbussche

Frequently Tax Optimize or Drift Away and Lose Tax Alpha

When clients invest in tax-managed investment strategies, their goal is to track the model portfolio, while harvesting as many losses as possible.

Posted 05.01.20 Walid Bandar

Building “Smart Beta” Strategies for China A Shares Using the New AXCN4 China Equity Risk Model

Global index vendors have spent much attention in recent years on the possible inclusion of Chinese A Shares in their investible benchmarks.

Posted 02.14.19 Axioma

Enhancing MinVol Strategies with Multiple Risk Models

Minimum Volatility strategies have historically delivered portfolios with significant excess returns and much lower volatility compared with broader benchmarks.

Posted 06.24.18 Dominic Clermont