Low-volatility strategies have been shown to offer significant total risk and drawdown reduction
without sacrificing returns, compared to the market. However, low-risk strategies also …

Long-only multifactor strategies may be constructed by combining individual-factor portfolios
(portfolio blending) or by combining individual-factor signals into a composite signal to …

Investors have become more interested in low-volatility investment strategies since the
worldwide financial crisis revealed the risks of rollercoaster markets, says Khalid Ghayur , …

… Khalid Ghayur and his team have taken a different tack with regard to equity styles. The
ActiveBeta® Framework described in this book begins with the eminently sensible premise that …

The reason for this is that multifactor strategies tend to lead to higher information ratios (IRs),
a measure of relative risk-adjusted returns, than strategies using individual factors. Next, the …

Low-volatility strategies have been shown to offer signifi-cant total risk and drawdown
reduction without sacrificing returns, compared to the market. However, low-risk strategies also …

The authors seek to verify whether stocks held by hedge funds consistently outperform and
whether hedge funds, as a group, can really exploit and correct price inefficiencies in the …

… These results correspond to the empirical work by Ghayur et al. (2018) who find that …
We discuss these results against the backdrop of Ghayur et al. (2018) who illustrate that for …

… Ghayur was the managing partner and chief investment officer for Westpeak, a pioneer in
the … Ghayur also served as global head of quantitative research and strategy for HSBC Asset …

… 19: 4193) or juxtaposed to a clause that does not appear directly relevant to it (eg, Bukhari,
Kitab al-Nikah, 7: 62 [148]: “The Messenger of God said, ‘There is none more zealous [ghayur…