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.
Should investors fear an erosion of the illiquidity premium?
Pension strategies: Matching cash flows and managing liquidity
Themes from the quarterly Quantitative Beta Research Summit
A stable to improving alpha outlook offsets the beta drag
Learn how J.P. Morgan creates customized plans to help clients implement a liability driven investment (LDI) strategy.
Caught our eye: UK pension buy and maintain strategies could bring demand pressure to sterling corporate bonds
In an already tightly held market for sterling corporate bonds, even modest moves by UK pension funds to adopt buy and maintain strategies could create stiff competition for these assets.
How can investors use machine learning for alpha generation?
Paper examining market reaction to economic improvement, & the likely outcomes when central banks unwind the aggressive monetary policies