Dr. Andrew Lo, Founder and Chief Investment Strategist at AlphaSimplex, discusses how the firm takes into account human behaviour when constructing their portfolio, specifically by embedding the idea of volatility targeting in all of their strategies.
New investments at the right valuations are “scarce” following the changes to VCT rules introduced last year, says the chair of the Artemis VCT. Fiona Wollocombe, chairwoman of the £38.5m Artemis VCT, says that it is difficult to see the full impact of the rule changes, but says “new investment opportunities at appropriate valuations remained […]
Greece. There is a subject we have not discussed for a while, after not being able to get away from it a year ago. Over that period, it seems like the country’s underlying problems have proved stubbornly difficult to solve. This was not entirely unexpected. Indeed, in a report last July, after Greece’s bail-out had […]
What does a well-diversifed portfolio look like? What were the quarterly trends in model portfolios in Q4 2015? The Portfolio Barometer highlights trends uncovered by analysis of 210 model risk-rated portfolios managed by UK financial adviser and wealth management firms in the three months from October to December 2015. The model portfolios under review were […]
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