A systematic back-test of MSCI ESG ratings
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.
This bulletin, written by Dr. David Kelly, addresses the Federal Open Market Committee meeting announcement on September 17.
Guide to the Markets
This bulletin, written by Dr. David Kelly, addresses the impact that deflationary fears have had on the Fed's decision to postpone rate hikes.
A weekly review of global markets and multi-asset portfolios
The outperformance of US stocks relative to European counterparts has been one of the defining characteristics of equity markets in the post-crisis period. This piece highlights how two sectors—technology and financials—have played a key role in driving
Predicting recessions is not easy and we do not claim to have uncovered a perfect crystal ball. What we have developed is a framework for tracking the risks, and potential magnitude, of a downturn in the US economy.
A summary of the factors driving global markets over the last month.