According to Christian Lopez, Head of Research at CPR-AM, the four largest families of alternative indices are low volatility/minimum variance, equally-weighted, indices weighted by micro or macro fundamentals and maximum diversification indices
|
 |
 |
| Jobs | Training | Search |
CPR Asset Management
Sunday 18 October 2026
Articles
-
Note Major innovations in weighting methodologies for equity and bond indices
-
Pedagogy How to develop a quantitative model for stock picking ?
Cyrille Collet, Christian Lopez and Alexander Decoene from CPR AM show us how to make static combinations of factors to create a model for stock picking on a given universe ...
-
Pedagogy What is inflation break-even ?
The inflation break-even is the difference in yield between a conventional bond (coupon rate) and its inflation-linked (real rate) equivalent (the same issuer, same maturity ...) ...
-
Interview Christophe Dehondt : « Current levels of inflation break-even are buying opportunities »
According to Christophe Dehondt, fund manager of CPR Focus Inflation, it is possible to benefit from the rise in inflation while being hedged against rising interest rates by buying inflation-linked bonds and selling traditional sovereign bonds with similar maturity...
-
Regulation Solvency II: The conventions of the standard model and possible adverse effects
The Solvency II framework will change the way insurance companies address the investments performance in risky assets, by adding a new parameter to the traditional risk / reward tradeoff ....
Advertising
Sections
| Releases | Agora | Analysis | Files | Focus |
- European crisis
- Hidden assets
- Multi-asset funds
- Smart Beta
- Strategies on dividend derivatives
- Alternative Risk Premia
- Infrastructure
- China
- Gestion Obligataire
- Gestion Action
- ETF Actions américaines
- Actions Thématiques - Special Disruption
- Special Investissement Responsable
- Économie bleue : comment l’environnement marin peut être source de (...)
- Les thématiques ESG à l’honneur
- L’IMPACT CHEZ CPR AM
- ACTIONS THÉMATIQUES - SPECIAL HYDROGENE
- La voie vers l’économie circulaire passe par la volonté politique
- Comment les investisseurs peuvent-ils contribuer à relever le défi de la (...)
- Assurer l’avenir de l’économie bleue
- Forex
- Mory Doré’s column
- Éclairages Économiques Notebook
- Solvency II
- Managed Accounts
- Les Derivés Total Return
- Contrats à terme Market-on-close sur Eurex
- France’s debt
- Recherche Quantitative
- The french marketplace