This research paper focuses on the inseparable relationship between
implied repo rates and equity index total return swaps. Written by Stuart
Heath, Director Equity & Index R&D at Eurex, it covers the various aspects
and calculations of both repo rates and the TRS.
According to Yves Chevalier, Executive Board member of the "Fonds de Reserve pour les Retraites - FRR", the fund aims to decarbonise almost all of its equity index portfolios. Currently, its outstanding assets involved in decarbonization are estimated at about 1.1 billion euros and could reach 4 billion in the course of 2016.
According to Sébastien Denry, Investment Specialist ETF at THEAM, the Low Carbon 100 Europe THEAM Easy UCITS ETF tracker, created in 2008, provides immediate access to major European companies at the cutting edge of their sector in terms of reducing CO2 emissions.
Commodities exhibit unique characteristics including low correlations with bonds and equities and inflation-hedging abilities. These have made commodities an attractive addition to diversified portfolios and have generated growing interest in commodity indexing.
Risk factor investing is growing in popularity, but there's a risk of getting lost
in the factor “zoo”. In this Expert Opinion Thierry Roncalli, Head of Quantitative Research at Lyxor Asset Management, explains the concept of risk factors and distinguishes between facts and commonly held fictions regarding factor investing.