Sentences with phrase «dynamic value exposures»

And fourth, our equity allocations are invested in PIMCO RAE Fundamental funds, systematic active equity strategies with dynamic value exposures.

Not exact matches

Increasing exposure to larger deals (there is considerable evidence, anecdotal and otherwise, that lenders are seeking to raise their hold limits on syndicated deals) will create an uncomfortable dynamic in which the failure of some deals will be too painful to contemplate, suggesting drawn - out turnarounds as an approach to increase enterprise value and bailout lenders unable to take severe haircuts on large exposures.

By connecting with the industry and showcasing the latest vehicle builds in a dynamic Vegas setting, SEMA Ignited is a strong new added value for SEMA Show exhibitors offering additional media and consumer exposure.

This dynamic approach to value investing tends to distinguish our portfolios from an index - based approach, oftentimes giving us exposure to stocks that might traditionally be classified as «growth.»

They focus on net fund alphas, meaning after - fee returns in excess of the risk - free rate, adjusted for exposures to three kinds of risk factors well known at the start of the sample period: (1) traditional equity market, bond market and credit factors; (2) dynamic stock size, stock value, stock momentum and currency carry factors; and, (3) a volatility factor specified as monthly returns from buying one - month, at ‐ the ‐ money S&P 500 Index calls and puts and holding to expiration.

In keeping with Montier's absolute value philosophy, we investigated several dynamic allocation strategies based on reducing or eliminating exposure to markets as they get more or less expensive, using the real earnings yield as our yardstick.

The result is a dynamic exposure to value and size factors, ramping up exposure to these factors when they are most out of favour and lowering exposure in whatever the market favours most.

Dynamic Fund Allocation balances equity and debt exposure in the portfolio by automatic allocation of fund value as per predetermined percentages — higher allocation to equities in the initial policy years for generating potentially higher returns, and later, higher allocation to debt as the policy nears maturity to protect the maturity value.