Sun, Dec 4, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

Axioma and CSI launch suite of optimized factor indices for the China A-Share market

Tuesday, July 09, 2013

Bailey McCann, Opalesque New York:

Axioma, Inc., a risk management solutions provider and China Securities Index (CSI), a provider of equity benchmarks, have created six innovative factor indices on China’s A-share market. The optimized indices will employ a 'smart beta’ approach, aiming to capture a strategy’s return while providing tools for risk assessment, hedging, and asset portfolio management. The companies said that the launch will be an important step in the ongoing development of China’s equity market.

China's capital market reforms to open up China’s A shares to foreign investment has yielded a wave of new products in anticipation, and both MSCI and FTSE recently stated they are reviewing including China’s A shares in their emerging markets indices, citing the pace of market opening measures adopted by Chinese regulators in the past 12 months. This series of indices aims to provide investors with additional tools to manage risk and cover value, growth, volatility and predicted beta factors in this new market.

The indices will be based on the popular CSI 300 index and will consist of a basket of securities, chosen from the underlying index and constructed with Axioma’s optimization technology and factors derived from Axioma’s China Robust Risk Model. The indices will target both signal strength and investability via a two-step process aimed at capturing a strategy’s purified source of return, while ensuring that the resulting indices are replicable ......................

To view our full article Click here

Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. M&A - AllianzGI to acquire Sound Harbor Partners, SS&C completes acquisition of Wells Fargo's Global Fund Services business[more]

    AllianzGI to acquire Sound Harbor Partners Allianz Global Investors (AllianzGI), an active investment manager, announced that Sound Harbor Partners, a US private credit manager led by Michael Zupon and Dean Criares, have agreed to join its fast-growing Private Debt Platform. Under the te

  2. Hunt for yield pushes more investors into riskier assets[more]

    From FT.com: Pension funds and insurance companies have increasingly embraced riskier assets in their hunt for higher returns over the past five years. Alternative assets such as property, infrastructure, private equity and hedge funds have been bought up by institutional investors in a world where

  3. People - Nectar Financial hires senior investment team, Texas A&M replaces retiring foundation investment chief, Ex-Cadwalader partner Woolery makes another sudden exit, How to become a Python coder at a top hedge fund, by the co-CTO of Man AHL[more]

    Nectar Financial hires senior investment team Nectar Financial AG, a Swiss financial technology company for wealth and asset management, has announced that it has hired two key senior leaders to spearhead its digital asset management efforts. The company also announced that it has entere

  4. Activist News - Cognizant has introductory discussion with activist investor Elliott; to review letter, Starboard Value makes huge investment in Hewlett Packard, Hedge fund calls for removal of First NBC Bank CEO[more]

    Cognizant has introductory discussion with activist investor Elliott; to review letter From Indiatimes.com: Cognizant said it had an introductory discussion with Elliott Management after receiving the activist hedge fund's letter asking for a board shakeup, a buyback, a dividend and chan

  5. Opalesque Exclusive: Ireland relaxes treatment of direct lending funds[more]

    Bailey McCann, Opalesque New York: The Irish Central Bank has relaxed its treatment of direct lending funds, according to a recently released