Breadcrumb
Extended-lister
-
BLOG
Carrying on Through a Crisis, with Factors
Jan 13, 2021 Andrew DeMond , Manuel RuedaFactor Investing , Risk Management
Learn More -
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.
-
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.
-
BLOG
Stress Testing Multiperiod Inflation Scenarios
Nov 19, 2020 Monika Szikszai , Thomas VerbrakenFixed Income , Risk Management
Learn More -
BLOG
Investor Reaction to US Elections and COVID-Vaccine Progress
Nov 18, 2020 Dimitris Melas , David Lunsford , Andy SparksFactor Investing , Risk Management , ESG Research
Learn MoreTo 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.
-
BLOG
Chinese Government Bonds: Higher Yield, Less Risk?
Nov 12, 2020 Greg Recine , Juan Sampieri , Andy SparksGlobal Investing , Risk Management
Learn More -
BLOG
What ESG Ratings Tell Us About Corporate Bonds
Nov 11, 2020 Rohit Mendiratta , Hitendra D Varsani , Guido GieseESG Research , Risk Management
Learn More -
BLOG
Will Interest Rates Surge? Evidence from Options Markets
Nov 3, 2020 Greg Scheuer , Andy SparksFixed Income , Risk Management
Learn MoreWith 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.
-
BLOG
Was Infrastructure Solid During COVID-19?
Oct 27, 2020 Will Robson , Niel HarmseReal Estate Investing , Risk Management
Learn MoreInfrastructure 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.
-
BLOG
Is US Equity Overvalued? A Macro View
Oct 19, 2020 Chenlu ZhouEquity Themes , Risk Management
Learn MoreHeaded 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.
Regulation
Cookie Preferences
Accept all cookies
This website uses cookies to remember users and understand ways to enhance their experience.
For more information, please visit our Cookie Notice.
Strictly Necessary, Functionality and Performance Cookies
We use cookies to enable you to move around our website and use its features, to provide you with functionality by remembering choices you make and provide enhanced features, and to learn how our website is performing and make improvements.
For more information, please visit our Cookie Notice.