by Patrick Oberhaensli, on Aug 28, 2019 11:10:00 AM
Is it possible to sharply improve the risk-adjusted performance of global emerging markets equities using short-exposures? The answer is yes, by using short futures positioning at the level of the …
read moreby Patrick Oberhaensli, on Aug 21, 2019 2:15:00 PM
Numerous institutional investors from developed countries tried more than a decade ago to diversify further their multi-asset portfolio by including (global) emerging markets equities. It seemed logical to “complete” the …
read moreby Patrick Oberhaensli, on Jul 30, 2019 2:14:00 PM
In our alternative way to develop Low Risk strategies, we won’t consider individual stocks portfolios. Instead, we will focus on the market as a whole, exploiting a completely different anomaly …
read moreby Patrick Oberhaensli, on Jul 14, 2019 10:20:00 AM
An Almost Philosophical Discussion Why are the Environmental, Social and Governance (ESG) criteria especially interesting in the context of classic Low Risk Equities (in a long-only low beta approach) in …
read moreby Patrick Oberhaensli, on Jun 15, 2019 11:00:00 AM
What we would like to illustrate in this article is that Natural Gas, as a financial investment, can help to diversify a two-assets portfolio when a simple active strategy is …
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