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.
Should investors fear an erosion of the illiquidity premium?
Learn how J.P. Morgan creates customized plans to help clients implement a liability driven investment (LDI) strategy.
In the wake of the Global Financial Crisis, all eyes are on dynamic, responsive funding strategies that can deliver long-term goals in a risk-aware way.
Coronavirus (COVID-19) research compilation from Michael Cembalest, Chairman of Market and Investment Strategy.
As widely expected, the European Central Bank (ECB) today announced its intention to extend its quantitative easing (QE) programme by nine months at least until September 2018, leaving the door open to a further expansion in size and duration if conditi
DC plans should consider adding multi-asset credit strategies to their default strategies
In this article, we (1) discuss the key considerations for insurers when allocating to alternatives and (2) make the case for core alternatives strategies, which can provide stable income and low total return volatility.
In lower cost, liquid vehicles, alternative risk premia strategies can strengthen a risk-return profile.