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 error, the amount by which an ETF's returns deviate from its benchmark index, is a fact of life and an often ignored fact at that. In some instances, a high ...

When it comes to integrating ESG factors into investment strategies, market participants may be interested in deviations from the benchmark. Improving the ESG profile ...