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What to Expect When Expecting a Recession Lessons from Europe and the UKRecessions are a feature of the economic & market landscape. Yet are revealed with a lag, which is why investors often rely on recession probability estimates.Read More
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What to Expect When Expecting a Recession: A CIO's guide to interpreting the probability of recessionA guide for CIOs to help them assess and interpret recession probability models, and explore several related issues that they should consider.Read More
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Higher Bond Yields and the Fed Model: Implications for Stock-Bond ReturnsWe explore the historical record of the Fed Model, measured as stock-bond real yield difference, to explain future stock-bond relative total returns.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.
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.
The Global Nature of Stock-Bond Correlation: Implications for Portfolio Risk
What drives infrastructure returns? We dive into returns, valuation and inflation sensitivity of infrastructure investments and compare them to public assets.
Using Cape to Estimate Future Stock Returns
In comparing CAPE model specifications (1/CAPE - 10y US Treasury real yield) has been the best way to incorporate CAPE in estimating future 10y stock returns.
The Scale Effect: How Size Shapes Investment Governance and Allocation
PMA examines how greater scale both enables and pushes investors to allocate differently, with implications for governance as well as investment outcomes.
Collective Defined Contribution (CDC) Schemes: Assessing Capacity for Alternative Investments
There is growing interest in collective defined contribution schemes as pension systems adapt to changing economics and demographics.
Styles of Responsible Investing: Attributes and performance of different RI fund varieties
How responsible investing funds differ in their portfolio construction approaches, revealing divergent green transition approaches and performance outcomes.
Positive Stock-Bond Correlation: Prospects & Portfolio Construction Implications
US stock-bond correlation has shifted from negative to positive, a change that has also occurred across the developed market.
