The Vast Majority Of institutional Investors Have No Formal Process for Security Selection – ValueWalk Premium
A Random Walk Down Wall Street, analyst accuracy, forecasts, Stock selection criteria, Efficient-market hypothesis, EMH, Eugene Fama, random walk hypothesis, MPT, Fama, Fisher, Jensen, and Roll, CAPM, Modern Portfolio Theory,, monkey throwing darts, random stock picks, monkies beat stock pickers

The Vast Majority Of institutional Investors Have No Formal Process for Security Selection

Portfolio managers have been pressured to improve trade execution quality, particularly in light of recently implemented MiFID II regulations. But there is an additional opportunity to improve portfolio manager performance. In the Greenwich Associates report “Beyond Liquidity: Optimizing Product Selection,” Managing Director Kevin McPartland notes that new technology enables automated analysis of the best product to use to achieve a given exposure. The problem is, most managers don't take advantage of a systematic approach to . . .

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