News & Research

In this research, we show a two-phase scenario-based CVaR hedging approach to help minimize downside risk in MAC portfolios.

Qontigo’s Olivier d’Assier comments on an Asian stock slip, led by Japan and Korea, as surging commodity prices fueled concerns about global inflation.

Melissa Brown, Managing Director of Applied Research at Qontigo, joins Closing Bell to discuss the stock rebound after a volatile September

Qontigo announced today the appointment of Mohan Verma as Senior Managing Director, Global Head of Business Development.

Melissa Brown, Qontigo’s Global Head of Applied Research, spoke with Hardika Singh of The Wall Street Journal about her outlook on the markets. According to Melissa, market rallies during low trading volumes of the summer months can be hard to maintain come fall when volumes typically increase.

ESG integration, sustainability, and impact investing…While there may be overlap in the meanings of these terms, they each represent a distinct approach to “doing well while doing good” in investor portfolios.

There is no denying the impact of climate change — and associated regulatory realities — on the business of investment management. For portfolio managers, it is essential to understand how to successfully adapt and prepare for what some call the “mother of all correlated risks”. Here we expose — in three parts — what portfolio managers need to know when switching to a fully Paris Aligned Benchmark (PAB) portfolio from a current market-cap weighted (CWB) portfolio.

There is no denying the impact of climate change — and associated regulatory realities — on the business of investment management.

Ahead of the Qontigo Summit, Olivier d’Assier analyzes the cost of adapting a portfolio to meet global warming targets using a STOXX Paris-Aligned Benchmark index. The results show that an early but gradual transition can dramatically reduce the market impact and transaction costs.

This study explores the impact of the reclassification, from a risk-oriented perspective, on the STOXX® Global 1800 and STOXX® Europe 600 indices. We focus our analysis on the highest two tiers of the classification: Industry and Supersectors.

The combination of Axioma Equity Risk Models and STOXX Indices, coupled with improved monitor features, increase the ability of investors to understand the risk environment in which they are operating.

Low Volatility strategies have a deservedly good reputation for offering investors equity-like returns with less risk.