Sample size matters
Trying to predict the result of rolling a single dice is notoriously difficult, but predicting the average result from 1 000 000 dice is much easier.
The US dollar… what else?
During the last three years the US dollar has appreciated by over 25% against major currencies (see Exhibit 1 below). This rally has been driven by a series of events. These include the announcement, by the Bank of Japan (BoJ) in July 2014 of an extension to its quantitative easing (QE) programme, the prospect of the US Federal Reserve (the Fed) embarking on a new cycle of hikes in official rates in an environment of falling commodities prices and a devaluation of the Chinese yuan in August 2015.
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Benefit from the performance of geographical, sector or theme-based indices and from an accurate tracking process in a simple and transparent manner
Share in a portion of the upward potential of financial markets and asset classes, while benefiting from partial or full protection of the capital
Research & Events
THEAM Research focuses on quantitative research, risk analysis, process optimisation and the development of mathematical models.
These models are used in various asset management areas to help ensure continuous financial optimisation and innovation.
Invitation to the EDHEC-Risk Days 2016, London, United Kingdom
Join us at the EDHEC-Risk Days on March 15-16 at the Brewery in London. The conference will feature several sessions on topics that are key issues in the industry today. Smart beta, infrastructure investing, retirement solutions, multi-asset allocation solutions will be high on the agenda.
Smart beta: a new approach to performance and risk
The asset management business now has to rapidly evolve in order to meet investors’ needs. An asset allocation based solely on a macroeconomic view and a breakdown by asset class, region or sector is no longer sufficient for investors. They seek real risk diversification and as such are increasingly looking for exposure to specific risk and performance factors, often called smart beta factors. In recent years, the development of smart beta strategies has rapidly spread in the equity universe and is now gaining in popularity in other asset classes such as corporate bonds or commodities. This is no longer a mere trend, but a new investment approach.
The rapid expansion of smart beta strategies The asset management business now has to rapidly evolve in order to meet investors’ needs. An asset allocation based solely on a macroeconomic view and a breakdown by asset class, region or sector is no longer sufficient for investors. They seek real r ...
Investments in the aforementioned fund are subject to market fluctuation and risks inherent in investing in securities. The value of investments and the revenue they generate can increase or decrease and it is possible that investors will not recover their initial investment. Source: BNP Paribas Investment Partners.