Cutting to the chase, we find that 17.5% floating exposure acts to minimise interest rate volatility when compared with a reference of 10yr Fixed. Interest rate costs are also reduced, from 4.5% to ...

The SCHG ETF has a strong contribution from technology companies, and together with the S&P 500, it brought a strong return to the investor. Despite this, projections indicate that the risk premium is ...

The efficient frontier is defined as the set of portfolios which maximizes expected return for a given level of risk. The theory was developed by Nobel laureate and economist, Harry Markowitz, and has ...

It is a worthy exercise to screen out securities based upon business activities or hiring practices that are inconsistent with an investors’ belief system, writes Permit Capital Advisors Co–CEO and ...

Abstract Productivity and efficiency analysis have gained substantial attention in many industries over the last two decades, and stochastic frontier analysis has been one of the most popular ...

Efficient frontier visualizes optimal portfolios by balancing returns with risk. Portfolios right of the efficient frontier yield poorer returns for higher risk. Robo-advisors use this model to ...