Browsing: Indexes

Posts Tagged ‘ Indexes ’

Four Lessons from the Sale of Refinitiv

Aug 12th, 2019 | Filed under: Newly Added, Other Issues in Private Investments, The A.I. Industry, Structured Products

Less than a year ago, Thomson Reuters sold a majority interest in its financial and risk product portfolio, a critical part of that corporate domain, to a consortium led by Blackstone, in a deal that valued the assets, now renamed “Refinitiv,” at $20 billion. In April of this year, thatRead More

What Do Owners Think of Smart Beta Strategies?

Jun 23rd, 2019 | Filed under: Retail Investing, Newly Added, Liquid Alts, Smart Beta, The A.I. Industry, Liquid Alternative Investiments, Other Topics in A.I.

FTSE Russell has posted its sixth annual survey of global asset owners’ views of smart beta. Smart beta is a strategy that uses indexes, but that is not traditionally cap-weighted, that is, one where the construction of the index itself incorporates the investment strategy, capturing investment factors or market inefficiencies.Read More

ESMA and EDHEC on Indexes and Tracking Errors

Feb 1st, 2012 | Filed under: Alpha Strategies, Indexes, ETFs

Since transaction costs and the illiquidity of certain portions of an index make ideal tracking impossible, there will be a difference between the return of a tracking ETF, such as those tracking ETFs that are structured as UCITS in Europe, and the return of the underlying index or benchmark. The European Securities and Markets Authority maintains that investors should be informed of the factors that are likely to affect the size and the volatility of this difference. Read More