Daily Archive: November 9, 2012

Nov 09

Beating the Inefficient Fixed Interest Benchmark

Its widely agreed that size-weighted fixed interest benchmarks are a poor construct when it comes to creating the optimal fixed interest portfolio. The logic from most people goes along the lines of “why would I accept the index as optimal and overweight my portfolio with the biggest issuers because they are the riskiest and more likely to default …

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Nov 09

Managed Volatility…the next popular equity strategy

There’s a brief article in today’s Investor Daily News that comments on “Managed Volatility” being the strategy to maximise returns…article here. I have to admit that I believe this strategy will be one of the new trends in equity focused managed funds over the next 12 months or so. Empirical evidence over the years the …

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