Bringing you live news and features since 2006 

Announcement

Ortec Finance launches new Factor-based ALM solution

RELATED TOPICS​

Ortec Finance, a provider of investment decision technology and solutions, has launched a Factor-based Asset Liability Management (ALM) tool.

Developed in collaboration with Professors Jules van Binsbergen (Wharton School University of Pennsylvania) and Ralph Koijen (NYU Stern School of Business), the tool embodies academic findings which have proven a strategic approach to factor-based investing to be beneficial in helping investors create a better risk and return profile, meaning a greater chance of meeting their objectives.
 
Hens Steehouwer, Head of Research at Ortec Finance, says: “Factor-based investing often forms part of an investment strategy, but is generally brought in at an operational level and viewed as part of the tactical implementation. Whilst the strategic focus has traditionally been given to important decisions like the equity-bond trade-off or the hedging of interest and currency risk, research has now shown that placing a strategic focus on factor-based investment decisions can also help a pension scheme, or other institutional investors, build a more efficient risk and return profile.”
 
“From research and real-life case studies undertaken in recent years, we’ve seen clear evidence for the analysis and optimisation of factor exposures impacting the strategic risk and return profile of an institutional investor – our factor-based ALM solution brings this theory to life.”
 
Steehouwer says: “Using sophisticated modelling technology, we first build a clear picture of the strategic factors that the fund is willingly or unwillingly exposed to. From this basis, we then vary the strategic factor exposures of the fund and assess the impact on the risk and return profile. Through this process we are able to construct a realistic view of how factor-based investment decisions impact the fund, enabling it to make more informed decisions.”

Latest News

Value-driven structured credit investing firm, Angel Oak Capital Advisors, LLC, has announced the completed conversions of two of its mutual..
Confidence in the continuing strength of bitcoin and Ethereum is driving wider interest in altcoins and other digital assets, according..
First Trust has announced the launch of the First Trust Vest U.S. Equity Moderate Buffer UCITS ETF – February GFEB..
Trading activity on the Tradeweb Markets institutional European- and US-listed ETF platforms reveals that the Tradeweb European ETF marketplace reached..

Related Articles

Frank Koudelka, State Street Global Services
ETF data provider and ETF Express data partner, Trackinsight, has published its Global ETF Survey 2024 Report: ‘50+ Charts on...
Cryptocurrencies
Matteo Greco, Research Analyst at Fineqia International writes that bitcoin (BTC) ended the week at approximately USD52,150, showing a notable...
US Distribution Awards trophies
The winners of the first US ETF Distribution Awards at the Exchange conference, hosted by ETF Express and sponsored by...
Thomas Bonville, Clear Street
Just over a year ago, Thomas Bonville joined New York-based, prime brokerage Clear Street as managing director, head of derivative...
Subscribe to the ETF Express newsletter

Subscribe for access to our weekly newsletter, newsletter archive, updates on the site and exclusive email content.

Marketing by