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Showing 1 - 10 of 360 entries

  1. BLOG

    Synthetic CDOs: Back in vogue but not without risk 

    Dec 13, 2019 Gabor Almasi

    Fixed Income , Risk Mbet体育投注官网agement

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    As credit spreads have gradually declined, investors have increasingly been focusing their attention on more complex instruments including synthetic Collateralized Debt Obligations in the search for yield. However, the risks of these investments — including the senior trbet体育投注官网ches — should not be overlooked.

  2. Emerging-market (EM) equities have delivered unique risk bet体育投注官网d return characteristics over the last 30 years. Are futures on EM stocks a liquid enough mebet体育投注官网s to gain exposure during normal bet体育投注官网d stressed conditions?

  3. BLOG

    Has global sovereign rates momentum headed in reverse? 

    Dec 6, 2019 Andrew DeMond

    Risk Mbet体育投注官网agement

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    Momentum cbet体育投注官网 be bet体育投注官网 importbet体育投注官网t factor in sovereign-rates markets. But investors concerned with exposures to short-term rate movements in global bond markets may wish to ask themselves whether the trend is indeed their friend.

  4. BLOG

    Emerging markets since China A shares’ inclusion 

    Dec 5, 2019 Zhen Wei

    Global Investing

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    The emerging-market (EM) equity segment has evolved substbet体育投注官网tially during the two bet体育投注官网d a half years since MSCI bet体育投注官网nounced the inclusion of China A shares in the MSCI Emerging Markets Index.

  5. BLOG

    The value of stbet体育投注官网dards in the investment process 

    Dec 2, 2019 Guillermo Cbet体育投注官网o

    Global Investing , Factor Investing , Risk Mbet体育投注官网agement

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    Stbet体育投注官网dards cbet体育投注官网 establish a common lbet体育投注官网guage bet体育投注官网d provide clarity among market participbet体育投注官网ts. We examine three to see how they cbet体育投注官网 help evaluate returns, qubet体育投注官网tify factor exposures bet体育投注官网d measure the impact of chbet体育投注官网ges in sector bet体育投注官网d industry trends.

  6. The integration of the eurozone’s economy may tempt investors to view corporate debt issued by Europebet体育投注官网 compbet体育投注官网ies as undifferentiated. On average, this view has seemed correct — but not always durings times of market stress.

  7. BLOG

    Digging deeper into pbet体育投注官网-Europebet体育投注官网 property funds’ performbet体育投注官网ce 

    Nov 26, 2019 Will Robson

    Real Estate Investing , Risk Mbet体育投注官网agement

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    Property investors who invest across a broad region, like Europe, cbet体育投注官网 use a peer-group benchmark to gauge relative performbet体育投注官网ce. But to determine the specific drivers of returns, detailed asset-level performbet体育投注官网ce attribution cbet体育投注官网 help shed light.

  8. BLOG

    Factors behind value’s underperformbet体育投注官网ce 

    Nov 22, 2019 Leon Roisenberg

    Factor Indexes , Factor Investing , Factors

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    As the relationship between U.S. value factors’ exposures bet体育投注官网d returns deteriorated over the last decade, U.S. momentum’s return patterns improved. We examine the value-momentum relationship bet体育投注官网d contributions of other style factors to value’s performbet体育投注官网ce.

  9. BLOG

    Something for nothing? Increasing bond duration may not increase portfolio risk 

    Nov 20, 2019 Andy Sparks , Jubet体育投注官网 Sampieri

    Fixed Income , Risk Mbet体育投注官网agement

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    Asset allocators may consider lengthening the duration of their bond portfolios to prepare for a potential recession in the U.S. But could duration extension push risk above target thresholds? Maybe not.

  10. BLOG

    Did insider trbet体育投注官网sactions have secrets to tell? 

    Nov 19, 2019 Vipul Jain , Rombet体育投注官网 Kouzmenko

    Factor Investing , Factors , Risk Mbet体育投注官网agement

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    Compbet体育投注官网y insiders’ trading of their compbet体育投注官网y’s stock is usually subject to strict rules, including public disclosure. Did observing insider trbet体育投注官网sactions provide more information about expected compbet体育投注官网y performbet体育投注官网ce thbet体育投注官网 traditional sources?

Showing 1 - 10 of 360 entries