Hedged equity (or options overlay) strategies can provide higher risk-adjusted returns over broad-based equity indexes, in part by using options to minimize the impact of market disruptions and downturns.
Themes and implications from the most recent Global Fixed Income, Currency & Commodities Investment Quarterly
An interview with Jeff Geller on HF investing within a multi asset portfolio.
Reaching for yield, which we define as buying bonds with wider spreads after controlling for sector and rating impacts, is a topic that frequently arises in the life insurance industry.
What to expect in the next 15 years.
Full 62-page report with analysis of all asset classes.
LTCMRA Assumptions White Paper US
This research examines the evolution of baby boomer balance sheets and attempts to assess and quantify its implications for markets and investors.