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Showing 331 - 340 of 372 entries

  1. BLOG

    GLOBAL REAL ESTATE: THE CONUNDRUM OF HIGH PRICES AND WIDE YIELD SPREADS 

    Jul 15, 2015 Peter Hobbs

    Real Estate Investing

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    Historically, the majority of global real estate returns have come from income, which has made up more than 80% of the total return over the past decade. In 2014, however, growth in asset values represented 43% of the total return — more than double its long-term average contribution.

  2. BLOG

    SHOULD INVESTORS CARE ABOUT ACTIVE SHARE? 

    Jul 14, 2015 Stanislav Radchenko

    Factor Research Group

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    "Active Share” — a popular measure of how a portfolio’s composition differs from its benchmark — has been widely credited as a predictor of manager skill. Initial academic research has shown that active managers with high Active Share and low Tracking error enjoyed persistent outperformance.

  3. BLOG

    FINDING VALUE: UNDERSTANDING FACTOR INVESTING 

    Jul 9, 2015 Raman Aylur Subramanian

    Factor Indexes

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    Despite agreement on the principles of value investing, the investment community uses a number of different metrics to describe the value factor. Each metric (or descriptor) has its own advantages and pitfalls.

  4. BLOG

    ECONOMIC EXPOSURE IN GLOBAL INVESTING 

    Jul 8, 2015 Remy Briand

    Economic Exposure

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    As companies expand their footprint globally, the geographic distribution of their revenues evolves over time and their economic exposures may diverge from their country of domicile and primary listing. We believe that this raises a critical issue for institutional investors.

  5. BLOG

    Professionally Managed Global Real Estate Hits $7 Trillion in 2014 

    Jun 30, 2015 Mark Clacy-Jones

    Real Estate Investing

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    The professionally managed global real estate market size grew marginally to $7.0 trillion by year-end 2014 from $6.8 trillion at year-end 2013, according to MSCI. Currency movements reduced the global real estate market by approximately 7%.

  6. BLOG

    There is More Than Equity in Private Equity 

    Jun 29, 2015 Peter Shepard

    Models/Client Cases

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    Private equity is both “private” and “equity.” The valuations look smooth from quarter to quarter, but in the long run, private equity shows a strong relationship with equity and is exposed to many of the same systematic factors that drive traditional assets.

  7. BLOG

    THE DIMENSIONS OF INCOME RISKS IN YOUR GLOBAL REAL ESTATE PORTFOLIO 

    Jun 25, 2015 Mark Clacy-Jones

    Real Estate Investing

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    Income is the principal foundation of real estate investment returns. For most markets, particularly over the longer term, the vast majority of the real estate return comes through income rather than capital appreciation. The income generating nature of real estate has become even more relevant in an era of ultra-low interest rates, and in the context of the search for yield.

  8. BLOG

    MULTI-FACTOR INDEXES MADE SIMPLE 

    Jun 24, 2015 Chin Ping Chia

    Factor Investing

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    Institutional investors are increasingly gravitating towards multi-factor allocations as the preferred approach to factor investing. But how should factor indexes be combined?

  9. BLOG

    VIEWING RISK FROM ANY ALTITUDE 

    Jun 24, 2015 Jesse Phillips

    Models/Client Cases

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    Some large institutional investors prefer the granularity of a bottom‐up factor model – the way risk is allocated across markets, styles, issuers and industries – while others may prefer a more aggregated view. These investors would rather decompose risk into a few broad themes, such as by grouping fixed-income risk across markets into a level and a slope factor.

  10. BLOG

    LOST IN THE CROWD? 

    Jun 22, 2015 Mehmet Bayraktar

    Risk Management

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    The “quant meltdown” of 2007 and the subsequent global financial crisis highlighted the risks of crowded investment strategies. The recent growth of “smart beta” indexes and their use in ETFs has added to concerns about crowding.

Showing 331 - 340 of 372 entries