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Showing 1 - 10 of 16 entries

  1. BLOG

    What Can Liquidity Tell Us About ETF Prices? 

    Jul 9, 2021

    Integrated Risk Management , Risk Management

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    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? 

  2. BLOG

    CDS Fading as a Measure of Value in Emerging Markets 

    Jun 17, 2021

    Fixed Income

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    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?

  3. BLOG

    Open- vs. Closed-End Real Estate Funds: How the Choice Mattered 

    Mar 30, 2021 Bryan Reid , Luis O’Shea , Bert Teuben , Luis O’shea

    Real Estate Investing

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    The aggregate performance of closed- and open-end real estate funds in the U.S. was strikingly similar in recent years, despite large differences in their strategy and roles in portfolios. But did some investors gain an edge through fund selection?

  4. BLOG

    How Have Stocks Responded to Changes in Climate Policy? 

    Mar 1, 2021 Guido Giese , Zoltán Nagy , Bruno Rauis

    ESG Research , Global Investing

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    To what extent has climate risk been priced into equity markets? Is there a “brown” discount and a “green” premium? Has this shifted over time? How can we model such risks as the world moves toward net-zero targets? We examine the financial impact of climate transition risk on global equity markets.

  5. BLOG

    Currency-Risk Hedging in Real Estate Benchmarks 

    Feb 22, 2021 Bert Teuben , Lionel Ebener , Chirag Gosar

    Real Estate Investing , Risk Management , Global Investing

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    Global real estate investors can expose themselves to currency risk. Using a hedged index, they may better align their benchmark and investment approach and ensure currency risk is accurately treated in allocation modeling and performance attribution.

  6. BLOG

    COVID-19 and Office Income: What Could Lie Ahead? 

    Nov 25, 2020 Fritz Louw

    Real Estate Investing

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    With new COVID-19 lockdowns and swaths of white-collar workers working from home, many office tenants are contemplating whether the future of work includes office space. This could have significant impact on office demand and income from leases.

  7. BLOG

    Assessing Company Alignment with UN SDGs 

    Sep 14, 2020 Olga Emelianova

    ESG Research , Global Investing

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    Five years ago, the United Nations adopted 17 UN Sustainable Development Goals (SDGs) in an effort to end extreme poverty, reduce inequity and protect the planet by 2030. Using a new tool, we examine whether companies are walking the walk.

  8. BLOG

    Alternative Views of Equity-Market Liquidity During COVID-19 

    Aug 26, 2020 Saurabh Katiyar , Reil Abucay , Chirag Gosar

    Emerging Markets , Global Investing , Risk Management

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    Institutional investors have typically used traded volume as a way to assess market liquidity. Adding alternative measures that gauge market impact and trading costs can provide a more comprehensive view for portfolio managers and traders.

  9. COVID-19 has had a profound impact on how companies manage cash flows and liquidity. Bond investors face the possibility of increased leverage, rating downgrades and defaults. Can factors and ESG metrics shed light on these risks?

  10. BLOG

    Managing Climate Risk in Equity Portfolios: A Case Study 

    Jul 15, 2020 Bruno Rauis , Zoltán Nagy

    ESG Research , Global Investing

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    Institutional investors are increasingly focused on mitigating their climate-related risks. How could a “typical” active global equity manager have managed these exposures without disturbing the portfolio’s risk and return characteristics?

Showing 1 - 10 of 16 entries