With investors looking to achieve alpha, reduce volatility and minimize costs, can smart beta achieve the perfect balance in today's environment?
Read our long-term return assumptions for alternatives. For investors looking to alternatives, thoughtful allocation and manager selection remain critical.
Themes from the quarterly Quantitative Beta Research Summit
How can investors use machine learning for alpha generation?
The reality—or the specter—of ultra-low or negative interest rates, and the journey to them, involves broad impacts on asset classes, particularly alternatives.
Machine learning investment strategies aim to deliver persistent, uncorrelated alpha streams while adapting to changes in market conditions—without the human input required in other quantitative investment approaches.
Dovish central bank policy over 2019 pushed yields lower in fixed income markets, reigniting the hunt for yield.
This paper, written by Pierre-Yves Bareau, analyzes the emerging market debt sectors and its strategic implications over the coming quarter.
Is there too much money chasing too few deals in infrastructure investing?
David Lebovitz, Global Market Strategist, discusses the key drivers in equity market performance during the past two years and what investors can expect for 2020.