Invesco case study

Risk and Reward 2017 Q2

Published by : Invesco

This issue of Risk & Reward examines the theory and practice of portfolio insurance: to achieve their goals, many investors are allocating towards more risky assets. In many cases, these investors can quickly find themselves in a tight spot if the risk budget is not expanded accordingly. This is where portfolio insurance can come into play. But, which strategy proves to be most effective? In our interview, we spoke with Dr. Martin Kolrep and Dr. Harald Lohre of the Invesco Quantitative Strategies team, and asked them for their views.

We also continue our series on factor investing. This time, we analyse how portfolios can be complemented with customized factor solutions: when a portfolio has unwanted factor biases, there are several ways to deal with this. One possibility is a factor-based completion portfolio, which we will look at in detail

Published:14 June 2017

Business Area: Risk

Type: Portable Document Format (.pdf)

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