Although portfolio management didn't change much during the 40 years after the seminal
works of Markowitz and Sharpe, the development of risk budgeting techniques marked an …

We propose a design of fundamental indexes of equity and bond for the One Belt One Road
(OBOR) to increase the market effect, instead of only using the OBOR construction …

Investigating the value added by inflation-linked bonds in investment portfolios in emerging
markets, the author found that the inclusion of inflation-linked bonds improved the risk …

Smart beta exchange-traded funds (SB ETFs) have caught the attention of investors due to
their supposed ability to offer a better risk–return trade-off than traditionally structured …

“This is a wonderfully accessible and relevant book. Whether you are coming to the subject
for the first time or wanting an update on the latest thinking, Fadi's book will educate and …

An innovative approach to post-crash credit portfolio management Credit portfolio managers
traditionally rely on fundamental research for decisions on issuer selection and sector …

This article compares fundamental index strategies with strategies that start with the market
index and then tilt towards high fundamental-to-price ratio stocks. The authors find that the …

This paper reformulates the valuation of interest rate swaps, swap leg payments and swap
risk measures, all under stochastic interest rates, as a problem of solving a system of linear …

For investors using a core–satellite approach to strategic asset allocation, traditional style
indices, such as value and small-cap indices, represent convenient passive vehicles for …

To investigate the fundamental indexing methodology, I apply it to global government bond
markets and examine its exposure to several newly introduced risk factors. I find that the …