As the value factor is mired in one of its worst drawdowns in history, we analyze its underperformance and explain why we think it is cyclical, not structural.
What value does alternative beta bring to institutional portfolios?
Why consider factor based fixed income investing?
With investors looking to achieve alpha, reduce volatility and minimize costs, can smart beta achieve the perfect balance in today's environment?
Learn how J.P. Morgan creates customized plans to help clients implement a liability driven investment (LDI) strategy.
What are the implications of quantitative tightening for the global bond market?
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.
The coronavirus outbreak has led to a massive global demand shock. A plunge in economic activity, probably larger than a typical recession, has likely begun.
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.
This paper, written by Pierre-Yves Bareau, analyzes the emerging market debt sectors and its strategic implications over the coming quarter.