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Showing 1 - 10 of 296 entries

  1. BLOG

    Lessons from Woodford: Shutting the barn door after the horses have bolted 

    Jun 14, 2019 András Bohák , Roman Kouzmenko , Dimitris Melas

    Factor Investing , Factors

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    The suspension of the U.K.’s Woodford Equity Income Fund highlights the value of regularly reviewing a portfolio’s factor exposures and liquidity characteristics for signs of style drift or deteriorating ability to redeem shares.

  2. BLOG

    Using alternative data to spot ESG risks 

    Jun 7, 2019 Samuel Block

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  3. BLOG

    The rise of fundamental factors in China A shares 

    Jun 6, 2019 Oleg Ruban

    Emerging Markets , Factor Investing , Global Investing

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    Commonly held perceptions about China A shares have influenced investors to think factor strategies may not work in the Chinese equity markets. Our research suggests this may be changing.

  4. BLOG

    Fed policy, the credit cycle and real estate 

    May 28, 2019 Yihai Yu , David Zhang

    Risk Management , Real Estate Investing , Fixed Income

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  5. BLOG

    What could stress emerging markets? 

    May 24, 2019 Thomas Verbraken

    Global Investing , Risk Management , Economic Exposure , Emerging Markets

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    Emerging-market equities and USD-denominated EM sovereign bonds started 2019 with a bang, but recent market turbulence caused by the U.S.-China trade standoff raises a pressing question: What could trigger the next EM downturn?

  6. BLOG

    Beyond headlines: How markets responded to US-China trade talks 

    May 9, 2019 Zhen Wei

    Economic Exposure , Emerging Markets , Global Investing

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    Our analysis suggests that changes in equity-market valuations, analysts’ consensus earnings estimates and data on companies’ revenue exposure are metrics that provided insight into recent market and sector performances.

  7. BLOG

    Factor investing in Saudi Arabia: size matters 

    May 7, 2019 Saurabh Katiyar , Neeraj Dabake

    Factor Indexes , Factor Investing

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    Foreign interest has risen in Saudi Arabia following the easing of foreign-ownership limits. Our analysis shows investors would have benefited by controlling for exposure to small-cap companies.

  8. BLOG

    Game of Homes: Is winter coming for the domestic-equity bias? 

    Apr 30, 2019 Anil Rao , Raman Aylur Subramanian

    Equity Themes , Models/Client Cases , Global Investing

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    Can we quantify home-bias risk in an allocation? And, what has happened when U.S. stocks ended previous multiyear runs of outperformance?

  9. BLOG

    Are you ready for uniform MBS? (Part 2) 

    Apr 26, 2019 Yihai Yu

    Models/Client Cases , Fixed Income , Risk Management

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    Aligning prepayment speeds of Fannie Mae and Freddie Mac securities presents a major challenge to the success of uniform mortgage-backed securities (UMBS), which the two government-sponsored enterprises will launch on June 3.

  10. BLOG

    A more politicized Fed? The market yawns 

    Apr 16, 2019 Andy Sparks

    Fixed Income , Risk Management

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    Could the Federal Reserve Board (the Fed) become less independent, with political forces exerting more influence?

Showing 1 - 10 of 296 entries