This report explores the dynamic evolution of portfolio management and investment strategies, addressing challenges, technological advancements and ongoing innovations. Industry experts discuss collaborative solutions and the role of technology in multi-asset, cross-product strategies.
As the demand for digital solutions grows, portfolio management continues to evolve. These solutions aim to streamline processes across the portfolio lifecycle, provide access to analytics for transparency and better inform decision-making.
The evolution of portfolio strategies
Vida Portfolio Solutions on
J.P. Morgan Markets
Vida’s ongoing journey:
innovating portfolio solutions
J.P. Morgan’s Gurps Kharaud and Francesco Chioccola discuss Vida Portfolio Solution’s ongoing innovation
Redefining portfolio strategies for the digital era
Further information
Learn more about J.P. Morgan’s Vida Portfolio Solutions
Contact
Francesco Chioccola
Head of Vida Portfolio Solutions
francesco.chioccola@jpmorgan.com
+44 (0)20 7134 8870
The evolution of portfolio strategies
Vida Portfolio Solutions on
J.P. Morgan Markets
Quants are firing up large language models to cut through corporate blather
Execs can game sentiment engines, but can they fool LLMs?
A small but influential cadre says the
multi-trillion-dollar factor investing industry
is based on flawed science
The quants who kicked the hornets’ nest –
to champion causality
Factor investing
Direct indexing is taking off, but how far
can it scale?
The race to build hyper-personalised investing
Direct
indexing
Quants are firing up large language models to cut through corporate blather
Execs can game sentiment engines, but can they
fool LLMs?
Sponsored
feature
Data, analytics and workflow capabilities play a crucial role in customising portfolio strategies, managing risks and addressing liquidity concerns amid economic uncertainties. Industry experts discuss the challenges in adapting to data-driven strategies, and the need for transparency and new technologies to navigate uncertainties and optimise performance
In pursuit of portfolio performance:
buy-side firms adopt new technologies
and strategies
Sponsored
Q&A
Passive investing
Quant investing
Factor investing
Direct indexing
Special report 2024
Quant
investing
Quant
investing
‘Risk matters hypothesis’ extends Bogle’s case for passive investing
Victor Haghani’s maths proof that stock-pickers will hate
Passive investing
Direct indexing is taking off, but how far can it scale?
The race to build hyper-personalised investing
Direct
indexing
A small but influential cadre says the multi-trillion-dollar factor investing industry is based on flawed science
The quants who kicked the hornets’ nest –
to champion causality
Factor
investing
