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Lyxor White Papers-Managing risk exposure using the risk parity approach
February 28, 2013--Abstract
The ongoing economic crisis has profoundly changed the industry of asset management by putting risk management at the heart of most investment processes.
This new
risk-based investment style does not rely on return forecasts and is therefore assumed to be more robust. 2011 was marked by several great successes in transforming the
practice of asset management with several large institutional investors moving their portfolios to minimum variance or ERC strategies. These portfolio constructions are
special cases of a more general class of allocation models, known as the risk parity (or budgeting) approach.
view the Managing risk exposure using the risk parity approach white paper
Source: IP&E
DB-Synthetic Equity & Index Strategy-ETF Research-European Weekly ETF Market Review
February 27, 2013--The most recent issue of the European Weekly ETF Market Review is now available. The report includes key statistics on the European ETF market as well as global ETF market highlights.
For more detailed coverage please refer to the monthly report, issued in the first week following the end of each month.
request report
Source: Deutsche Bank - Synthetic Equity & Index Strategy - Europe
Axa IM extends smart beta push
February 27, 2013--Axa Investment Managers is extending its push into smart beta investing with the launch of a new low cost equity strategy that seeks to capture stock market returns while avoiding the problems inherent in conventional index tracking products.
Tim Gardener, global head of consultant relations at Axa IM, said most investors were now aware of the pitfalls of market cap weighted indices but none of the currently available alternative solutions addressed the problems of index tracking.
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Source: FT.com
George Osborne under pressure as Britain loses AAA rating for first time
Chancellor vows to stick to course after downgrade by Moody's, which blamed subdued growth and rising debt burden
February 27, 2013--Britain was stripped of its AAA-rated debt status for the first time ever on Friday night in a move that puts pressure on George Osborne, who had pledged to use his austerity measures to protect the rating.
The chancellor, who had 12 hours' notice of the decision by Moody's ratings agency, insisted he would stick to his course and had "redoubled" his resolve to tackle Britain's financial problems. However, the downgrading will have major political implications for the coalition.
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Source: the Guardian
New indices calculated by Structured Solutions for ETF Global
February 26, 2013--Structured Solutions AG announces the calculation of a series of ETF indices for ETF Global, a leader in ETF investment decision support.
The first three in the series of ETF indices are the Benchmark ETFG℠ 500 Index and two Dynamic Indices based on the proprietary ETFG(TM) Quant Model.
ETFG(TM) 500 (Symbol: ETFG500 Index): The ETFG(TM) 500 is a market capitalization weighted index comprised of the 500 largest US Listed ETPs, as ranked by market capitalization, excluding all levered and inverse products. The ETFG 500 representing the universe of ETPs crosses assets classes and regions and is rebalanced quarterly and reconstituted annually.
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Source: Structured Solutions
STOXX-Q1/2013 Quarterly Review
Results of the First Regular Quarterly Review to be Effective on March 18, 2013
February 26, 2013--STOXX Limited, the market-moving provider of innovative, tradable and global index concepts, today announced the new composition of the STOXX Benchmark and their sub-and sector indices, among them the STOXX Europe 600 Index, STOXX North America 600 Index and STOXX Asia/Pacific 600 Index.
Effective as of the open of European markets on March 18, 2013, the following stocks will be added to and deleted from the STOXX Europe 600 Index and its respective size and sector indices:
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Source: STOXX
New Amundi ETF launched in the XTF segment on Xetra
ETF tracks TOPIX Index with currency hedging
February 26, 2013--A new exchange-traded equity index fund issued by Amundi has been tradable in Deutsche Boerse's XTF segment since Tuesday.
ETF name: Amundi ETF TOPIX EUR Hedged Daily
Asset class: equity index ETF
ISIN: FR0011314277
Total expense ratio: 0.48 percent
Distribution policy: distributing
Benchmark: TOPIX Euro Daily Hedged Index
The Amundi ETF TOPIX EUR Hedged Daily enables investors to participate in the performance of all Japanese equities admitted for official trading on the Tokyo Stock Exchange, while remaining hedged against daily exchange rate fluctuations between the euro and the Japanese yen.
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Source: Xetra/FWB
BME interested in Euronext purchase
February 25, 2013--A senior executive of Spain's domestic stock exchange has stated his firm will look at acquiring European exchange operator Euronext, if it is sold as part of the NYSE Euronext-IntercontinentalExchange (ICE) merger.
Javier Hernani, managing director of Bolsas y Mercados Españoles (BME), told journalists in London on Monday the Spanish exchange group would investigate purchasing Euronext, operator of bourses in Paris, Belgium, Portugal and the Netherlands.
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Source: The Trade News
Clean funds "more expensive" in two-thirds of cases
February 25, 2013--Two-thirds of clean share classes are more expensive than their bundled equivalents, according to research by consultancy firm Adviser Asset.
The firm has written to the Financial Services Authority (FSA) to warn that the practice of providing a single clean fee to all platforms is "anti-competitive".
Of the 1,317 clean share class funds analysed 66.4 % could be obtained at a lower cost via another class of the same fund after the application of rebates.
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Source: IFA Online
db X-trackers Nikkei 225 launched on Xetra
ETF offers access to the Nikkei Stock Average Index
February 25, 2013--A new equity index ETF issued by db X-trackers has been tradable in Deutsche Boerse's XTF segment since Monday.
ETF name: db X-trackers Nikkei 225 UCITS ETF (DR)
Asset class: equity index ETF
ISIN: LU0839027447
Total expense ratio: 0.50 percent
Distribution policy: distributing
Benchmark: Nikkei Stock Average Index
The db X-trackers Nikkei 225 UCITS ETF (DR) allows investors to participate in the performance of the Nikkei Stock Average Index. The reference index comprises the 225 largest stock corporations on the Tokyo Stock Exchange, which are checked at regular intervals with regard to market liquidity factors and sector weighting.
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Source: Xetra/FWB:
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