BLOGS. September 12, 2024
ETFs – Sparse Bond Portfolio Construction and Market Liquidity
As the world of exchange-traded funds (ETFs) continues to expand into new investment strategies and asset types, SS&C Algorithmics has continued its in-depth research on sparse fixed-income portfolio construction. ETF managers who run passive investment strategies against popular market indices often use optimization techniques to control instrument selection, active exposures and relative risk/return indicators vs. their benchmark. These techniques may not all be part of core optimization books and can include intuitive stratified sampling approaches or advanced single-purpose heuristics as well.
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BLOGS. September 6, 2024
Overcoming the Operational Challenges of Investing in Private Markets
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