Methodology

Methodology

Indexes

Methodology

Indexes

Research Report

China A-shares make up 34% of the total China investment opportunity set yet are often missing from a typical institutional investor’s portfolio due to policy benchmarking, market accessibility and operational concerns.

Indexes

Research Report

The erosion of the real estate home bias: an australian case study in risk diversification. As an asset class, real estate investing typically has a high degree of home bias, especially when compared to equities and fixed interest. However, this real estate home bias is starting to erode, with asset owners in most countries already investing internationally or actively exploring the options for building offshore exposures. Some of these asset owners are motivated purely by pricing, but many...

Real Estate Products & Services

Research Report

The perennial appeal of value investing is based on the excellent long-term performance of global value stocks. Investors today use various approaches to identify and compare the exposure of stocks with "value" characteristics that help explain risk and return. In this Research Spotlight, we create a common definition of “value” and examine how value strategies can be implemented, in both active and passive portfolios, using three generations of value indexes as examples.

Indexes Factor Indexes Value Weighted

Research Report

As measured by the VIX and VDAX, implied volatilities in both the US and Europe have fallen sharply since October 2011.  However, in the past ten years the declines in implied volatility have not been uniform: for example, when the dotcom bubble burst the VIX declined more rapidly than the VDAX.  During  the two most recent declines in volatility seen in 2009-2010 and 2011-2012, the US trended with global volatility while Europe decoupled from the global trend as it moved into...

Methodology

Indexes

Methodology

Indexes

Methodology