Extended-lister

Filters
 

TAGS

Nothing was found.

Showing 1 - 10 of 73 entries

  1. BLOG

    Beginning to Understand the Performance of Social Properties 

    Nov 22, 2021

    Real Estate Investing

    Learn More

    The precise measurement of social impact is in its early stages. But some property sectors like affordable housing have obvious links to social themes, and investment in these “social properties” has increased significantly over the last 10 years.

  2. BLOG

    Active-Management Opportunities in a Disperse Market 

    Jul 13, 2021

    Factor Investing

    Learn More

    Disperse markets have historically provided opportunities for active managers to outperform their respective benchmarks. We showed that, based on historical trends, CSV helped shed light on identifying where the dispersion was greatest.

  3. BLOG

    What Can Liquidity Tell Us About ETF Prices? 

    Jul 9, 2021

    Integrated Risk Management , Risk Management

    Learn More

    As thematic equity ETFs have grown in popularity, concerns have been raised about their liquidity — especially when an ETF holds a large fraction of a constituent’s shares. How can ETF investors get a handle on this risk? 

  4. BLOG

    Securitized Products’ LIBOR Transition Picking Up Pace 

    Jun 22, 2021

    Fixed Income

    Learn More

    In 2021, there has been significant progress in the transition from the LIBOR reference rate to its replacement, SOFR. But investors in securitized products are grappling with the challenge of the LIBOR-SOFR transition and its impact on their analytics.

  5. BLOG

    CDS Fading as a Measure of Value in Emerging Markets 

    Jun 17, 2021

    Fixed Income

    Learn More

    Credit investors use spreads to compare relative value and risk. Studies of emerging-market sovereign debt have shown that credit-default swaps tended to be a better measure of value than spreads computed from bonds. But is it still the case?

  6. BLOG

    The Theory of (Value) Relativity 

    May 5, 2021 Waman Virgaonkar , Mehdi Alighanbari

    Factor Investing

    Learn More

    Whether constructing a fundamental factor model, a value strategy or a value index, valuation ratios need context. Time-series and cross-sectional approaches each have pros and cons. But combining the two may have presented a clearer picture. 

  7. BLOG

    Factor Investing Held in High-Volatility/-Concentration Period 

    Apr 23, 2021 Abhishek Gupta , Ashish Lodh

    Factor Indexes , Factors , Risk Management

    Learn More

    U.S. equity markets have experienced increased volatility coupled with concentration in a handful of megacap companies. Has this hampered investors’ ability to capture factors effectively? Have stock-specific risks dominated factor indexes?

  8. BLOG

    Some ESG Funds Are Not Like the Others 

    Apr 19, 2021 Rumi Mahmood

    ESG Research , Global Investing

    Learn More

    ESG funds’ holdings can vary significantly, depending on their objectives, methodologies and geographic exposures. We examined the 20 largest equity funds in our coverage universe.

  9. BLOG

    Could Investment Grade Be as Risky as High Yield? 

    Apr 16, 2021 András Bohák , Andras Rokob

    Fixed Income , Risk Management

    Learn More

    Do high-yield and investment-grade bonds carry the same level of risk? For investors using common measures like value-at-risk models, IG- and HY-bond portfolios’ risk levels appear to have converged. But traditional models may miss important aspects of HY risk.

  10. BLOG

    Innovation Remix: Adding Thematics to Equity Programs 

    Apr 14, 2021 Anil Rao , Raman Aylur Subramanian , Subramanian Aylur

    Equity Themes , Factor Indexes , Global Investing

    Learn More

    How can investors incorporate transformative, but volatile thematic investments while seeking to control for valuation and total and active risk? We examine three approaches that improved a portfolio’s “innovation profile” with modest changes to risk.

Showing 1 - 10 of 73 entries