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Direct Infrastructure Equity: Performance, Return Attribution, & Inflation ResilienceWhat drives infrastructure returns? We dive into returns, valuation and inflation sensitivity of infrastructure investments and compare them to public assets.Read More
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Income Returns of Infrastructure: Model Specification & EstimationWe examine the key components of our infrastructure equity income return models and review our model parameter estimation procedure closely.Read More
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Real Assets, Inflation & Portfolio PerformanceHow should investors be thinking about inflation risk and their real asset allocations going forward?Read More
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What to Expect When Expecting a Recession Lessons from Europe and the UK
Recessions are a feature of the economic & market landscape. Yet are revealed with a lag, which is why investors often rely on recession probability estimates.
What to Expect When Expecting a Recession: A CIO's guide to interpreting the probability of recession
A guide for CIOs to help them assess and interpret recession probability models, and explore several related issues that they should consider.
Higher Bond Yields and the Fed Model: Implications for Stock-Bond Returns
We explore the historical record of the Fed Model, measured as stock-bond real yield difference, to explain future stock-bond relative total returns.
To Roll or Not to Roll (Forward): LP NAV Estimation for Private Equity and Real Estate
Pending receipt of the GP NAVs, LPs grapple with getting a real-time NAV for risk management and rebalancing purposes. What LP method has performed the best?
Is There a Need for a Chief Liquidity Officer?
Liquidity risk can be more severe than volatility risk. Funds may need a designated chief liquidity officer for integrated liquidity management.
Private vs. Public Investment Strategies: Reported and Real-World Performance
We estimate the real-world performance of a private investment strategy - different vs. the reported performance - and fairly compare it with that of a public strategy.
The Hidden Cost of Early Access to Retirement Assets
Quantifying the "hidden" performance cost of early access to retirement funds helps CIOs and regulators make more-informed decisions.
In Conversation with Portfolio Research: Tony Coletta and Junying Shen
IAS's Junying Shen discusses recent trends, risks and opportunities in private credit with Tony Coletta, PGIM Private Capital Head of Investor Relations for Alternatives.
