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  1. The size premium has been widely used in asset allocation and in risk models for decades. However, some academics and practitioners have refuted the validity of the size premium.

  2. The falloff in the price of a barrel of oil that began in June 2014 has highlighted how such fluctuations can affect economies and asset prices worldwide.

  3. As we highlighted in a recent post, minimum volatility strategies have outperformed this year to date amid unrest in financial markets.

  4. Britain’s leaving the European Union would send the U.K. and Europe into the unknown with possibly major consequences for multi-asset class portfolios.

  5. The cyclicality of factor strategies means that individual factors can deliver a premium against the market over time but that any one factor can experience periods of underperformance.

  6. Many institutional investors develop proprietary return forecasting models, but use third-party/alternative models to measure risk and transaction costs.

  7. Call it a lost decade. The value factor recently marked 10 years of decline in the U.S.

  8. A new initiative by MSCI ESG Research is designed to allow asset managers to differentiate funds based on the environmental, social and governance (ESG) characteristics of the underlying investments.

  9. The year that began in January stands out for the uncertainty that has rocked the global economy. The search for growth, the prospect of deflation and a slowdown in China have combined to roil financial markets and challenge asset owners and managers worldwide

  10. The fitfulness of the global recovery has produced quick and unexpected changes in financial markets and handed portfolio managers the challenge of allocating assets amid the market stress.

Showing 181 - 190 of 248 entries

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