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Investment Week is hosting its Global Emerging Markets Briefing at a pivotal time for investors as they start to position for the recovery from the Covid-19 pandemic, although risks remain. During this interactive briefing, we will hear from a number of global emerging market managers about their response to the extraordinary events of the past year and their outlook for the rest of the year and beyond. The managers will identify where they are seeing the biggest opportunities and risks at the moment in emerging markets and explain the role their strategies could play in client portfolios. At...

Wall Street’s Changing Culture When Genius Failed is likely to be a classical primary authority. Lowenstein is a deeply professional writer, who reduces the arcane complexities of derivative dealings to lucid prose, and focuses on the crucial components in a confusing complex story. He brings the icy precision of the battlefield surgeon to the deafening chaos of Wall Street conflict. His chilling assessments of such phenomena as the appalling Larry Hilibrand, perhaps the key force at LTCM, a strangely-diminished Alan Greenspan, and the sinister force of Goldman Sachs, are likely to prove de...

This is the bread-and-butter for quant funds. AQR has pioneered this space the most. Multifactor models are models designed to extract cross-sectional risk premia in markets. Put simply you look at all the stocks in a market. Rank them based on some metric(s). Long the top decile. Short the bottom decile. If that market-neutral portfolio outperforms on a consistent basis then well done! You have found a risk premium. Classical and well known risk premia include: Momentum – stocks that moon continue to moon. Size – small caps tend to outperform large caps. Value – high-value stocks tend ...