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Showing 11 - 20 of 366 entries

  1. BLOG

    The value of standards in the investment process 

    Dec 2, 2019 Guillermo Cano

    Global Investing

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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.

  2. 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.

  3. BLOG

    Digging deeper into pan-European property funds’ performance 

    Nov 26, 2019 Will Robson

    Real Estate Investing

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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.

  4. 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.

  5. 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.

  6. 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?

  7. 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?

  8. BLOG

    Have regional equity-market correlations risen? 

    Nov 15, 2019 Guido Giese , Roman Kouzmenko

    Global Investing

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    Global equity investors use regions as building blocks in asset allocation, typically segregating markets by how developed they are and by geography. Has globalization reduced the potential for geographical portfolio diversification?

  9. BLOG

    The state of global investing 

    Nov 12, 2019 Dimitris Melas

    Economic Exposure , Emerging Markets , Global Investing

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    Financial markets are inherently unpredictable, while structural forces such as shifts in monetary policy, trade conflicts and climate change compound the challenges facing investors. Read our analysis commissioned by Norway’s Ministry of Finance.

  10. BLOG

    Emerging market country allocation matters 

    Nov 6, 2019 Jean-Maurice Ladure

    Emerging Markets , Global Investing , Economic Exposure

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    Investors with strong convictions on emerging markets might consider an approach allowing tilts toward or away from specific themes, such as active allocation to single-country index-based funds. We explore considerations linked with this approach.

Showing 11 - 20 of 366 entries