Nicolas Merle’s Post

📣Introducing "The Smarter Alternative: Enhanced Indexing" by Robeco! Celebrating 20 years of success in Enhanced Indexing, this publication explores how investors can enjoy the benefits of passive investing—broad market exposure, liquidity, and transparency—while aiming for better returns, smart risk management, and an improved sustainability profile. 📈 Discover why Enhanced Indexing is the smarter choice for your core allocation and learn about Robeco's 20-year track record of success in this approach. 🔗 Check out the full publication via the link.

There are advantages to letting technology help you maintain an appropriate level of risk in your portfolio.

There are advantages to letting technology help you maintain an appropriate level of risk in your portfolio.

Trailing return, a widely used metric for investment manager evaluation, is a poor predictor of performance, Mesirow Fiduciary Solutions found. Mesirow PrecisionAlpha®️, our answer to the shortcomings of traditional performance metrics, is a consistent predictor of performance across broad category sets for both one-year and three-year horizon periods. Read all about the findings, how we arrived at them, how our proprietary Mesirow PrecisionAlpha®️ process leverages them and what they mean for manager evaluation here: https://lnkd.in/ees7WqhA

Discover what’s possible for financial institutions when they embed the power of #ESG thinking into #ProductOperations.

Clear Rating is thrilled to announce that the Engineered Solutions Carbon Index (ESCI) has officially launched as a pricing indicator on Bloomberg (ticker: CLRAESCI on SPOT <GO>). This represents a significant step in creating transparency and confidence in the environmental assets and carbon markets. As an affiliate of Entoro, Clear Rating is dedicated to driving innovation and delivering actionable insights in financial valuation for the environmental finance and banking sector. Engineered carbon solutions such as direct air capture and carbon capture utilization and storage are at the forefront of innovative change within carbon market risk management. CLRAESCI lays accurate pricing data and market transparency to create a more credible carbon market for capital and fund raising. Highlights of CLRAESCI: · Reliable pricing data on engineered solutions (non-nature-based) transactions · A robust foundation for informed investment decisions in carbon markets · Improved market transparency If you have any questions or are interested in discussing how CLRAESCI can unlock opportunities for you and your engineered or scientific project please reach out to jrow@entoro.com and visit our website at www.clearrating.com

Portfolio management is all about trading off expected return and risk. The key ingredient to measuring and managing portfolio risk is the variance-covariance (VCV1) matrix which needs to be estimated for the given investment universe. At its core, the VCV informs about assets' riskiness and their inter-dependencies, as measured by their variance and covariance, respectively. The natural candidate to use is the sample covariance matrix; however, this estimator is prone to error and not suitable when the number of assets under consideration is large, as is often the case when optimizing equity portfolios. To this end the academic literature proposes myriad alternative VCV estimators to address these limitations. But how can we best evaluate the practical relevance of a given VCV estimator?

Charting the data 📊 maze. FINBOURNE Technology. Data quality plays a vital role in today’s data-driven world. However, as the volume and complexity of data sets increases, combined with a lack of resources and a focus on costs, maintaining trust in data is an ongoing challenge for investment managers. 🔗 Read the full article on Investment IQ: https://lnkd.in/e7rij6Jc #financialadviser #investment #investmentmanagement #finance

What if you could get an instant DMA of your investment portfolios? This is one of the questions we'll be tackling, alongside Lombard Odier Group, and PwC Switzerland at Building Bridges. Join us to explore how regulatory reporting and Double Materiality Assessments can be made easy, and become a powerful tool for driving transformation. ✨ Title: Unlocking Value in Regulatory Reporting: Challenges, Solutions, and Transformation 📅 Date: Wednesday, December 11, 2024 ⏰ Time: 10h00 - 11h00 CET See you at the Solutions Stage at Building Bridges 2024! For more information: https://lnkd.in/eqTaiES8 #sustainability #solutionsstage #buildingbridges2024 #regulatoryreporting #regulatorycompliance #ESG #doublemateriality

Portfolio management is all about trading off expected return and risk. The key ingredient to measuring and managing portfolio risk is the variance-covariance (VCV1) matrix which needs to be estimated for the given investment universe. At its core, the VCV informs about assets' riskiness and their inter-dependencies, as measured by their variance and covariance, respectively. The natural candidate to use is the sample covariance matrix; however, this estimator is prone to error and not suitable when the number of assets under consideration is large, as is often the case when optimizing equity portfolios. To this end the academic literature proposes myriad alternative VCV estimators to address these limitations. But how can we best evaluate the practical relevance of a given VCV estimator?