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Showing 1 - 10 of 339 entries

  1. BLOG

    Factors separated fact from fiction 

    Oct 16, 2019 George Bonne

    Factor Indexes , Factor Investing , Factors

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    Technological advances have expanded the application of factors. What was the realm of quantitative investors has become more accessible, bringing greater transparency and potential insight into portfolio characteristics and performance drivers.

  2. BLOG

    Chinese convertibles: Equities in fancy dress? 

    Oct 14, 2019 Gergely Szalka

    Emerging Markets , Fixed Income , Global Investing , Models/Client Cases , Risk Management

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    Chinese corporate bonds that convert to A shares display equity-like characteristics. But investors who view these securities as equities in disguise are overlooking the complexities of the asset class.

  3. BLOG

    Retire in Monte Carlo? Simulating retirement outcomes 

    Oct 11, 2019 Anil Rao

    ESG Research , Factor Investing , Models/Client Cases , Risk Management

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    Despite global equity performance, U.S. DC plan participants may be ill prepared to meet retirement-spending needs. We assessed four equity-allocation scenarios, all following a common glidepath and bond allocation, to see which performed best.

  4. BLOG

    Stress testing Brexit: Deal or no deal? 

    Oct 9, 2019 Anikó Maráz , Thomas Verbraken

    Global Investing , Models/Client Cases , Risk Management

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    Brexit has roiled markets since U.K. voters chose “leave” in the June 2016 referendum. We used our stress-testing model to examine how markets could react to deal and no-deal scenarios.

  5. BLOG

    Is Europe more than the sum of its parts? 

    Oct 8, 2019 Jean-Maurice Ladure

    Equity indexes

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    Investors have a choice between investing in European stocks regionally or through local-country index-based portfolios. What are the pros and cons?

  6. BLOG

    What’s the downside in real estate? 

    Oct 4, 2019 Bryan Reid

    Real Estate Investing , Global Investing

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    Real estate has always been marked by periods of expansion and sometimes painful corrections. But all cycles are not alike.

  7. BLOG

    Factors in Focus: Momentum hits a valuation speed bump 

    Oct 3, 2019 Waman Virgaonkar , Hitendra D Varsani

    Factor Investing , Factors , Models/Client Cases , Risk Management

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    The momentum-value spread saw one of the largest corrections in history over the summer. What does our model show going forward?

  8. BLOG

    Senior bonds in name only 

    Oct 2, 2019 Máté Maródi

    Fixed Income , Models/Client Cases , Risk Management

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    Write-down protection doesn’t extend to a new bond category issued by too-big-to-fail European banks: senior non-preferred. Investors in senior debt may wish to consider these bonds’ recovery risk.

  9. BLOG

    Is the US tech sector ignoring minority talent? 

    Oct 1, 2019 Meggin Thwing Eastman

    ESG Research

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    Looking in one’s backyard for human capital.

  10. BLOG

    MBS prepayment modeling: AI 1, Humans 0? 

    Sep 27, 2019 David Zhang , Joy Zhang

    Fixed Income , Models/Client Cases , Risk Management

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    Artificial intelligence has broken through in fields previously dominated by humans. Could AI surpass humans in modeling the complex risks of agency mortgage-backed securities?

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Showing 1 - 10 of 339 entries