New dimensions of diversification
The how and why of diversification
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 from the quarterly Quantitative Beta Research Summit
Paper examining market reaction to economic improvement, & the likely outcomes when central banks unwind the aggressive monetary policies
Our 2020 Long-Term Capital Market Assumptions (LTCMAs) present our forecasts for economic growth, inflation and asset returns over the next 10 to 15 years.
High-yield portfolios should now combine yield with dividend growth. Cash flow analysis helps determine if dividends are sustainable
Michael Cembalest analyzes the performance of over 6,700 domestic and international active equity managers, and discusses the challenges they face outperforming at a time of markets distorted by quantitative easing.
A weekly review of global markets and multi-asset portfolios
Global markets and multi-asset portfolios