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Showing 191 - 200 of 441 entries

  1. BLOG

    Silicon Valley’s women (on boards) problem 

    Jan 9, 2019 Meggin Thwing Eastman

    ESG Research

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    California companies with no women on their boards are going to have to quickly up their diversity game.

  2. BLOG

    Factors in Focus: Navigating turbulent markets 

    Jan 8, 2019 Hitendra D Varsani , Vipul Jain

    Factors , Global Investing , Factor Investing

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    In this inaugural Factors in Focus, we highlight the fast-moving rotation among factors that may have impacted investor portfolios during 2018, and we look to indications from our adaptive multi-factor framework. As 2019 began, this framework showed an overweight allocation to minimum volatility and quality, an underweight allocation to value, low size and momentum, and a neutral position on high dividend yield relative to a six-factor equally-weighted mix.

  3. BLOG

    Beaten-down beta 

    Jan 3, 2019 Roman Kouzmenko , Anil Rao

    Factor Investing

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    U.S. and international equity markets fell sharply to close out 2018. The MSCI USA Index fell 15% in the fourth quarter alone. (It fell a total of 6% for the year.) As we previously examined, investors began rotating from cyclical sectors and factors to defensive ones in June. This pattern continued, in earnest, until October.

  4. BLOG

    Equity markets in November – Do pro-cyclical risks remain? 

    Dec 19, 2018 George Bonne , Leon Roisenberg

    Models/Client Cases , Factor Indexes , Factor Investing

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    In our recent blog, “Equity markets in October – Has the tide turned?” we highlighted a rotation from pro-cyclical to defensive factors and sectors that began in June and accelerated in October. We also found that crowding in the momentum factor in the U.S. remained high, which suggested continued risks to momentum and other pro-cyclical themes.

  5. BLOG

    Aligning portfolios with UN Sustainable Development Goals 

    Dec 13, 2018 Meggin Thwing Eastman

    ESG Research

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    Is my money helping solve the world’s problems or making them worse? An increasing number of the beneficiaries of public funds, globally, are asking such searching questions about where and how their retirement funds are invested. Understanding how investments have an impact on societal issues can be much more complex and difficult to identify for institutional investors.

  6. BLOG

    U.S. real yields: opportunities and warning signs 

    Dec 12, 2018 Andy Sparks

    Fixed Income , Integrated Risk Management

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    Despite the recent rally in the U.S. government bond market, real U.S. bond yields (i.e., nominal yield minus the market-implied rate of inflation) still remain substantially higher than at the beginning of the year. This may be both a blessing and a curse for investors.

  7. BLOG

    Factor investing goes multi-asset class 

    Dec 11, 2018 Peter Shepard

    Factor Indexes , Factors , Factor Investing

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    Factor investing is now going multi-asset class: to factor-based asset allocation and systematic strategy factors that push beyond equity selection.

  8. BLOG

    Investment risks in carbon-dependent industries 

    Dec 10, 2018 Manish Shakdwipee

    ESG Research

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    Carbon-intensive industries have been the primary focus of attention for investors looking to reduce carbon-related risks in their portfolios. But these particular industries are only part of the picture. Institutional investors may want to look beyond the usual suspect carbon-intensive industries to better understand the end-to-end risks.

  9. BLOG

    Investing in convertible bonds when rates rise 

    Nov 30, 2018 Gergely Szalka

    Models/Client Cases , Fixed Income , Risk Management , Integrated Risk Management

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    Is my convertible bond more like a stock or a bond? How can I identify convertible bonds offering protection from rising rates?

  10. BLOG

    What it may mean for Japanese stocks if easy money ends 

    Nov 22, 2018 Naoya Nishimura

    Models/Client Cases , Global Investing , Factor Investing

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    Some observers are concerned that when the Bank of Japan (BOJ) eventually ends its ultra-easy monetary policy, it could hurt the Japanese stock market. Part of this concern stems from the fact that the BOJ’s unconventional monetary policy involves purchasing Japanese exchange-traded funds (ETFs).

Showing 191 - 200 of 441 entries