Equity factor strategies have experienced performance challenges relative to cap-weighted indexes since the COVID-19-induced market crash of 2020. In cap-weighted indexes, companies with higher market ...
Index tracking and portfolio optimization are pivotal techniques in modern financial management, aiming to replicate the performance of a benchmark index while minimising discrepancies and risk. This ...
Tracking Difference and Tracking Error, Explained What Contributes to ETF Tracking Difference and Tracking Error? Evaluate How Well Passive Funds Track an Index Passive funds aim to mirror their ...
When it comes to integrating ESG factors into investment strategies, market participants may be interested in deviations from the benchmark. Improving the ESG profile ...
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