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Showing 1 - 10 of 525 entries

  1. BLOG

    What Could a Rate Hike Mean for Portfolios? 

    Jul 22, 2021

    Fixed Income , Risk Management

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    Although the Federal Reserve may not begin raising rates anytime soon, U.S. and global markets are scrutinizing the Fed’s communications about the likely course of policy actions. We consider three scenarios for the timing of policy responses.

  2. BLOG

    Are APAC’s High-ESG-Risk Stocks Cleaning Up Their Act? 

    Jul 20, 2021

    ESG Research

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    The APAC region’s ESG performance has suffered from a combination of low ESG adoption and awareness and limited ESG regulation and reporting. But marked improvements are surfacing in environmental and social performance in certain sectors

  3. BLOG

    Hedging Inflation with Equities 

    Jul 16, 2021

    Global Investing , Factor Investing

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    Equities have traditionally been viewed as a hedge against inflation, based on the assumption that companies’ revenues adjust for inflation over time. But what has been the short-term impact on equity portfolios?

  4. BLOG

    How Might Inflation Impact Funding Ratios? 

    Jul 14, 2021

    Risk Management

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    We analyzed two multiperiod inflation scenarios to understand how the funding ratios of defined-benefit pension funds could evolve in each and what they could mean for a pension fund in terms of special contributions over the next 10 years.

  5. BLOG

    Active-Management Opportunities in a Disperse Market 

    Jul 13, 2021

    Factor Investing

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    Disperse markets have historically provided opportunities for active managers to outperform their respective benchmarks. We showed that, based on historical trends, CSV helped shed light on identifying where the dispersion was greatest.

  6. BLOG

    What Can Liquidity Tell Us About ETF Prices? 

    Jul 9, 2021

    Integrated Risk Management , Risk Management

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    As thematic equity ETFs have grown in popularity, concerns have been raised about their liquidity — especially when an ETF holds a large fraction of a constituent’s shares. How can ETF investors get a handle on this risk? 

  7. BLOG

    Eyeing the Crowds from Multiple Perspectives 

    Jul 8, 2021

    Factor Investing

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    We observed historically notable crowding across factors, industries and stocks through the first half of 2021. Examining crowding from multiple perspectives and incorporating multiple data elements provides investors a more holistic view. 

  8. BLOG

    Chinese RMBS: A Way to Diversify Fixed-Income Portfolios? 

    Jul 7, 2021

    Fixed Income

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    The market in Chinese residential mortgage-backed securities is growing, as global investors are eying the segment’s relatively high yield and potential for diversification, but seeking improved credit ratings and transparency in data and pricing.

  9. BLOG

    Factors in Focus: Go with the Flow? 

    Jul 1, 2021

    Factor Investing

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    In the latest edition of Factors in Focus, we look at flows into equity factor ETFs and whether it has been profitable, historically, to follow the money, along with our analysis of factor and factor-index performance over the second quarter.

  10. BLOG

    Purifying Value 

    Jun 29, 2021

    Factor Investing

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    Unintended exposure to non-value factors was a large contributor to value’s period of underperformance. We investigate value-portfolio construction when controlling for these exposures while maintaining maximum exposure to value factors.

Showing 1 - 10 of 525 entries