Factors
Factor Investing Proprietary Research
ISORF risk models take into account Factors exposure and market timing models. These models capitalise on a comprehensive proprietary research activity directed towards three asset classes:
- Global Equity (ACWI)
- Islamic Finance (IF)
- REITs
Research Papers
Volatility Strategy: An Operations Research Approach to The Swiss Equity Market
ISORF, Jul-2021
Momentum Strategy: A Risk Management Perspective
ISORF, Apr-2023
REITs Stock Picking: An EPRA-compliant Data Envelopment Analysis (DEA) Model
ISORF, Feb-2022
A Sentiment-based Volatility-Portfolio Strategy for The Developed Equity Markets
ISORF, Jul-2022
ISORF, Jan-2023
ACWI Monthly 3 Factor Market Timing Strategy: Volatility, Sentiment & Momentum
ISORF, May-2023
OR Models for Stock Index Passive Replication & Risk Control Replication
ISORF, May-2023
ACWI Daily Volatility-Based Market Timing Strategy
ISORF, May-2023