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Showing 1 - 10 of 359 entries

  1. BLOG

    Looking to the futures of emerging markets 

    Dec 11, 2019 Hitendra D Varsani

    Global Investing , Risk Management , Economic Exposure , Emerging Markets

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    Emerging-market (EM) equities have delivered unique risk and return characteristics over the last 30 years. Are futures on EM stocks a liquid enough means to gain exposure during normal and stressed conditions?

  2. BLOG

    Has global sovereign rates momentum headed in reverse? 

    Dec 6, 2019 Andrew DeMond

    Risk Management

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    Momentum can be an important factor in sovereign-rates markets. But investors concerned with exposures to short-term rate movements in global bond markets may wish to ask themselves whether the trend is indeed their friend.

  3. BLOG

    Emerging markets since China A shares’ inclusion 

    Dec 5, 2019 Zhen Wei

    Global Investing

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    The emerging-market (EM) equity segment has evolved substantially during the two and a half years since MSCI announced the inclusion of China A shares in the MSCI Emerging Markets Index.

  4. BLOG

    The value of standards in the investment process 

    Dec 2, 2019 Guillermo Cano

    Global Investing , Factor Investing , Risk Management

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    Standards can establish a common language and provide clarity among market participants. We examine three to see how they can help evaluate returns, quantify factor exposures and measure the impact of changes in sector and industry trends.

  5. BLOG

    Are EU corporate bonds all alike? 

    Nov 27, 2019 Hamed Faquiryan

    Economic Exposure , Fixed Income , Risk Management

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    The integration of the eurozone’s economy may tempt investors to view corporate debt issued by European companies as undifferentiated. On average, this view has seemed correct — but not always durings times of market stress.

  6. BLOG

    Digging deeper into pan-European property funds’ performance 

    Nov 26, 2019 Will Robson

    Real Estate Investing , Risk Management

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    Property investors who invest across a broad region, like Europe, can use a peer-group benchmark to gauge relative performance. But to determine the specific drivers of returns, detailed asset-level performance attribution can help shed light.

  7. BLOG

    Factors behind value’s underperformance 

    Nov 22, 2019 Leon Roisenberg

    Factor Indexes , Factor Investing , Factors

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    As the relationship between U.S. value factors’ exposures and returns deteriorated over the last decade, U.S. momentum’s return patterns improved. We examine the value-momentum relationship and contributions of other style factors to value’s performance.

  8. BLOG

    Something for nothing? Increasing bond duration may not increase portfolio risk 

    Nov 20, 2019 Andy Sparks , Juan Sampieri

    Fixed Income , Risk Management

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    Asset allocators may consider lengthening the duration of their bond portfolios to prepare for a potential recession in the U.S. But could duration extension push risk above target thresholds? Maybe not.

  9. BLOG

    Did insider transactions have secrets to tell? 

    Nov 19, 2019 Vipul Jain , Roman Kouzmenko

    Factor Investing , Factors , Risk Management

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    Company insiders’ trading of their company’s stock is usually subject to strict rules, including public disclosure. Did observing insider transactions provide more information about expected company performance than traditional sources?

  10. BLOG

    A default wave for Chinese consumer ABS? 

    Nov 18, 2019 Jian Chen , Yini Yang

    Economic Exposure , Emerging Markets , Fixed Income , Global Investing , Risk Management

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    The default rate for auto loans in Chinese consumer asset-backed securities increased rapidly in recent months, and China may be moving toward a more borrower-friendly bankruptcy regime. Could this   lead to even higher default rates?

Showing 1 - 10 of 359 entries