Demystifying Quantitative Investing
This report analyzes how quantitative investment practices enhance the investment process and in which types of portfolios they usually flourish.
Authored by: Catherine Piez
Assets Under Management
As assets under management grow, investment flexibility is limited and managers must make choices. How much money can investment managers take in before the ability to add value fades away to market returns minus fees?
Enhanced U.S. Equity Indexing
Investors index to achieve portfolio diversification at the lowest possible cost, but abandon any chance of outperforming the chosen benchmark. In contrast, active investors pay higher fees and incur the risk of underperforming the benchmark because they believe their managers will add value over time. With lower fees than active management, close benchmark tracking, but…
U.S. Equity Indexing
This guide to indexing addresses methods (replication, sampling, optimization), benchmarks, transactions costs, fees, and client servicing.