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Showing 1 - 10 of 120 entries

  1. BLOG

    Private-Infrastructure Risk: Tilting at Windmills 

    Dec 8, 2020 Yang Liu , Sheng Yao

    Risk Management

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    Private-infrastructure investments are often treated as comparable to relatively safe long-duration bonds with attractive yields, but this approach can mislead investors as they evaluate risk, yield and portfolio hedges.

  2. BLOG

    The CDS Market Stayed Healthy amid COVID 

    Nov 23, 2020 Zoltan Fekete , Reka Janosik

    Risk Management

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    Since the global financial crisis, many have expressed concern about the health and future of credit-default swaps. Could institutional investors find the liquidity they need to hedge credit risk in subsequent periods? We examine CDS liquidity during the COVID-19 crisis.

  3. BLOG

    Investor Reaction to US Elections and COVID-Vaccine Progress 

    Nov 18, 2020 Dimitris Melas , David Lunsford , Andy Sparks

    Factor Investing , Risk Management , ESG Research

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    To gauge investor expectations after Joe Biden was declared winner of the U.S. election and good news broke about COVID vaccines, we surveyed 151 U.S.-based financial advisers. We examine the advisers’ views on the next 12 months and markets’ reaction since Election Day.

  4. BLOG

    Will Interest Rates Surge? Evidence from Options Markets 

    Nov 3, 2020 Greg Scheuer , Andy Sparks

    Fixed Income , Risk Management

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    With long-term interest rates near record lows, conventional wisdom suggests that they can only go up. But the interest-rate option markets seem to be telling a different story — that rate decreases are also a distinct possibility.

  5. BLOG

    Was Infrastructure Solid During COVID-19? 

    Oct 27, 2020 Will Robson , Niel Harmse

    Real Estate Investing , Risk Management

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    Infrastructure investments have not been spared the effects of the pandemic. A closer look across investment types, subsectors and risk levels over time may provide useful perspective as private-capital firms and their investors manage through.

  6. BLOG

    Is US Equity Overvalued? A Macro View 

    Oct 19, 2020 Chenlu Zhou

    Equity Themes , Risk Management

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    Headed into what some see as “the second wave” of COVID-19, U.S. equity investors may ask: Is this a sustainable market recovery, or a bubble that may burst? We examine the question with our model for market-implied U.S. equity risk premium.

Showing 1 - 10 of 120 entries