An alternative risk premia strategy is itself more diversified than a diversified growth fund or an all-equity portfolio.
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.
The late stage of the economic cycle poses challenges for investors seeking income. Explore risks investors may add to portfolios whilst hunting for yield.
What investors should consider
A summary of the factors driving global markets over the last month.
How hedging against rising rates with credit—rather than sovereign bonds—can offer a better trade-off between liability-relative risk and return.
Bond yields remain at or near historic lows around the world, leading to a substantial increase in the value of pension plan liabilities.
The UK population are returning to the polls, in a bid to resolve the Brexit impasse. Abundant uncertainties about the election result argue against significant positioning in sterling assets in either direction.
Themes from the quarterly Quantitative Beta Research Summit